Photoshop Layer Blending Goes Away When Imported into After Effects
If you want to be able to edit your layer styles from Photoshop inside After Effects, you need to do the following:


Save your photoshop project as a .PSD file. 
Import it into After Effects with the following options- 
Choose "Import Kind: Composition (retain layer sizes if you wish) 
Set Layer Options - Editable Layer Styles




Double click on the comp that is created.  You'll see a series of layers in your timeline, which should correspond to your layers in Photoshop.

If you pop open the triangles next to the relevant layer, you should see the layer styles, as shown below: