Convert PDF to PSD layers

Native PDF "layers" are technically known as "Optional Content Groups" (OCG) and are not the same thing as layers in Adobe creative apps. OCG behave as content filters/switches for visibility, they don't control absolute Z-axis stacking order as layers in Photoshop, Illustrator or InDesign do.

https://opensource.adobe.com/dc-acrobat-sdk-docs/pdflsdk/apireference/PD_Layer/PDOCG.html

https://acrobatusers.com/tutorials/print/creating-and-using-layers-ocgs-with-acrobat-javascript/

https://ultimate-tech.com/blog-article/handling-pdf-files-for-non-printing-processes-and-embellishment/

Illustrator isn't a general all-purpose PDF editor and using Illustrator to translate PDF files into Illustrator native objects for layering into Photoshop can be inconsistent and prone to errors. Do so with caution. 

https://prepression.blogspot.com/2014/09/the-ten-commandments-of-pdf.html

Although some creative apps can convert their native top-level layers into Acrobat OCG "layers" when exporting a PDF, I am not aware of any creative apps that can convert PDF OCG into native layers, the PDF is recognised as a flat file (no layers), simply containing objects with an absolute Z-axis stacking order. Creative app layers would need to be re-created manually.