Photoshop has no visibility into the Illustrator layer model.
Also, Illustrator's blending model is not the same as Photoshop's - so the appearance would change if the items came in with Illustrator's layers.
And if you want to export a PSD with Illustrator layers, you can do that from Illustrator.
I know that you can export a PSD layered file from illustrator. What I was thinking of was for working with complex illustrations that don't have layers defined. I just thought it would be handy to be able to copy and paste or import an illsutator file with various elements grouped to gether and then have photoshop put each group on its own layer. I am not concerned with the blending modes and appearance. I know I can copy and paste each group from my illustrator file individually and get what I want and I also know there are a lot of other work arounds. I was just looking to simplify the process.Thanks for taking a look anyway.