Well first you gotta make sure that its a 24 bit PNG. In order to do that you can just name the layer that you want to make the asset of like this:
assetname.png24
But in general i gotta say that PNG is primarily a web-format. Of course i don't know what you are trying to accomplish, but since there is better options to make webgraphics than InDesign i just assumed you're doing Printwork.
If that is the case i strongly recommend you to use transparent TIF of PSD.
I also guess you are NOT doing that, because you want to extract several layers at once? just activating layers and quickly saving different psd's isn't that much work either and you'll get a more satisfying result.
If it's got to be done with image-asset extraction, you could also try gifs.
Therefore just name your layers
layername.gif
hope this helps. sry for bad english.