I took the file apart and stripped it down to the 3 shadowed layers and merged them. It still comes in flat. May be something to do with your version of PS.
I am running current OSX and FCPX and CS6 on my system. When I make a file it imports as layers.
This is why I have long ago given up on trying to use layered PS files in FCPX. I have often run into problems especially when FCPX gets updated.
What I do is use PSD as my working file and then export either JPG for full screen stuff or PNG for things with transparency. Never had a problem using this method and it saves me time in the long run.