Unity UI PSD Alpha Issue.

PSD file creating problem when directly imported into Unity as sprite. In Unity, the alpha is not showing exactly what I see in Photoshop. Is there any solution of it? The PNG works fine.
It is very handy to work with PSD file. If there is any solution please let me know. Otherwise my suggestion is to improve this by Unity may be in next version. I am using Unity 2018.2.20f1, Unity 2018.2.21 and 2018.3.2f1.





Thank you.

 

Simply check this checkbox on will help you.

The link in the picture is https://docs.unity3d.com/Manual/HOWTO-alphamaps.html

However I have not found a ideal solution to keep away from this warning.