Roll out the Layer properties on the left hand side.
You should have
-Transform
-Material Options
-Layer Style – Which you can delete
Also, make sure that the layers are not Smart Objects, AE can’t seem to sort their depth either.
So rasterise them in photoshop, but AE will retain the layer settings unless you re-import.
I’ve had “Layer Styles” on layers that didn’t have any “Styles” in photoshop… Weird.