Yes, but when you save it out form photoshop the straight alpha automaticaly gets multted in or rather its allwqwyas multed in form of another maya jsut sees it exactly asd it is without any convinence function to protect ypu. For all formats, Even the PSD tough photoshop automaticaly reinstates the state on load. So the CONCLUSION is taht this is EXACTLY your problem, thetis unless you actualy KNEW this before i told you inwich case you MIGHt have prepared the image differently. Somehwo because yoru asking i have a feeling you didnt know this.
you can straighten the alpha bofore you save tough using something like the action found here! what it odes it flattens the image so that the uatomatic multting gets overriden with one whare you say how to do it.
It does not realy matter that you didnt paint any color in phhotoshop paints sone color in automaticaly allways theers no such pixel available that has no color and is totaly trasparent just 4 channels, thet are represented to you in soem way to make you noet care. NOw the factthat in photoshop you dont understand this is of no concern to maya since you can actualy use this functionality to great effect.
Anyway its clear form teh swatches thet it realy is multted against gray. tis said ps should have unmulted layers but they might be multed too, its totaly hidden form the user. (so you dont know what thje case is, wich can eb abad thing)