We need to be able to find information like font styles, sizes, colours, images, white spaces, lines, logos and such in the design documents.
We like working with Photoshop layered PSD files. These files provide this information.
But layered PDF files can also provide this information, HTML pages can give us this information, and quite a few other file formats also.
Explain to your designer that we need to be able to find this information in the document, so that they can save their work in such a way that it provides usable information to us.
And if that happens to be saved as a layered PSD document, then so much the better for us.