Photoshop does not import 3D data. It is a bitmap editor. That's like asking why Poser cant import your Excel spreadsheet. Horses for courses. Deep Paint does however include a Photoshop plugin that will transfer bitmaps with UV mapping co-ordinates, including the wireframe overlay on a seperate Photoshop layer to allow you to paint it within Photoshop and then transfer it back to map the 3D object. I recommend you get "Texture Weapons" to go with Deep Paint as this makes life a LOT easier.