texture alpha channel not importing

There is some hint of transparency somewhere in your RGB layer. When this exists, then Unity will import the transparency of the file in, as an alpha channel, instead of the alpha you explicitly set in the Channels panel. I don't know of any tool to detect where this is occurring, and it's easy to have it happen in the normal process of creating a PSD. The typical thing to do, to fix your problem, is to just create a solid layer at the bottom of the stack. Personally, I use a Solid Color fill layer, because it doesn't require a whole image worth of pixels, like a regular layer would, so the file size of the PSD is not bloated.