Is it possible to open an AI file (importantly preserving the layers) in Photoshop without the use of Illustrator first? I don't possess Illustrator, only Photoshop. As I understand it needs to a PSD format.
Photoshop does not have support for vector file layers. The nearest you can come to late support for Illustrator files is to save SVG vector files. These are sored like Text files they cans be read by a Photoshop script and most Feature of an svg can be made into Photoshop layers. It not fast and not all is supported. There is a Product calls SVG Layers.
Here I download Freesample.svg from Adobe. I opened Freesample in Photoshop 22.3.1 It imported as a raster layer "Layer 1" the has some transparency. I then use Place to Place in Freesample. It place in as a vector smart object layer named Freesample. I then used Svg Layer Import Freesample. A new Layerd document was created containing layer groups. Each Freesample image looked the same. So I dragged Later 1 and vector smart object layer into the SVG Layered documents. I tripled the canvas height and disruptive the thee images so you cans see the results.