Blurred halo when focus stacking

Yes, this is a real shortcoming in Photoshop focus stacking. The mask is far too sloppy.

However, note that this is partly implementation, but partly optics in general. A standard lens extends its optical center outwards when focusing closer, and this actually changes the field of view. In other words, there will always be a halo around the sharp detail that is actually hidden from view in the next frame.

The only way to completely avoid this, is to leave the lens at fixed focus and fixed position, and instead move the camera body to move the focus plane This can be done with a focusing rail and bellows, but admittedly, is a bit tricky to set up. A compromise is to move the whole camera/lens assembly as one.

And even so, the blur extends outwards, partly masking the underlying sharp detail.

All that said, the general advice is to use dedicated software like Zerene Stacker or Helicon Focus. I haven't tried them, but "everybody" says they're doing a better job.