It could be the file type because for some formats there are multiple color options available:

I’d recommend using PNG though and you won’t need to choose any different settings.
I haven’t done much going back and forth between Photoshop and Blender or used Crazy Bump for normal maps so I’m afraid I can’t help much more there.
But I would still like the angle data from a normal map on the shoes that aren’t show here.
Could you share a screenshot of the difference?