Why are you surprised?
InDesign is a layout program effectively supporting everything in the Adobe imaging model, either directly and editable or at least by placement (such a placed PDF).
Photoshop is a very sophisticated image editing program. It can open and rasterize a PDF file on a page by page basis, and it has limited support for vector and text, but it certainly doesn't readily map to InDesign's object features. It is amazing how many designers mistakenly try to coerce with some degree or success but often not, functionality that Photoshop was never designed to routinely handle.
Exactly what are you trying to accomplish? Let this community know and maybe we can point you in a more fruitful direction.
- Dov