Import PPTX objects as slices in Photoshop CC
Simple idea that Photoshop should identify all objects, graphics and assets in a slide under different layers automatically.
Dave Singh commented
There is a pricey third-party add-in that does this. Objects to layers and vice versa.
Without the add-in, you could paste into Illustrator and then export to a PSD. As long as each object is in its own layer group, they'll come in as layers in Photoshop.