Open the file in Photoshop and resave it. Layers sometimes aren't recognized by FCP because of compatibility issues. Resaving takes care of it 90 per cent of the time. If it doesn't work, add an Alpha channel to the image in Photoshop and save it under a new name.
You can key out the black in any clip or image. You just don't want to because a key doesn't give results as clean as an alpha channel or proper discreet layers.
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