This bug still exists as of 7/3/2019 with the latest version of Affinity Photo.
When I load a photoshop 2018 file in Affinity Photo (original-photoshop-file.psd), the hidden (unchecked) layers are there and everything looks good. But when I then export the same file back out to PSD format (choosing Preset: PSD Preserve Accuracy), the hidden (unchecked) layers don't get saved correctly. I've verified this by loading the exported file back in Photoshop 2018, and the hidden layers were blank.
I also noticed the file size was smaller (original PSD file was 155K and the re-exported file from Affinity Photo was only 109K).