If you have access to Illustrator, you can switch off that chequerboard. It is a kind of predicament for the artist. There is no other way for him to portray transparency. So, you simply can't assume that you will be able to insert vector assets into Photoshop without first passing through Illustrator.
You could take the 7-day test subscription of Illustrator to do this, if Illustrator is not included in your subscription. You could also take an Illustrator subscription for the month (not the annual subscription paid monthly!). In both cases, do not forget to cancel in time to avoid being charged (repetitively).