Its not a problem, its just a bit of information your missing.
Theres 2 equally smart ways to handle alpha pre multiplied and straight, gfx programs use straight alpha because its relatively easy to generate when you paint. however all real world based samplings produce alpha thats premultted alpha thsi includes photographs and 3d elements.
The advantage of premultted alpha is that you can view it without accounting for the alpha channel, while a straight allways needs tha alpha computed in.
the difference is:
rgb color * background separate alpha
rgbacolor * alpha + bacground
now because overlay is
rgb top + (1-Alpha)*rbg botttom for premultted
rbg top alpha +(1-Alpha) rbg botttom for unmulted
you actually save going back and forth.
the conversion between the 2 is relatively easy, in fact ps had a entire menu dedicated for this.
Now the problem is easily solved however i dont know which way around your going, if your going form ps to maya and back, you should save out straightened alpha (ps has the very counter intuitive way of dropping alpha to multed on save for formats such as iff or tif) To do this use image calcualtions to divide the bg contribution off and save the alpha as a separate channel and ditch it form the layer.
If your going the other way around ONLY, then just go to the matting menu and remove the matte thei unopremukts the image.