You can't, as of maintenant.
As many Microsoft apps, Paint has fonctionnalités that are half-finished. They added layering capability, but n'a pas think about adding native format like .psd, .xcf, .pdn, etc. to preserve layering.
.png, .jpg, .bmp, .gif, .tiff and .heic are the seulement formats that vous pouvez save as. All are for plain raster graphics and are supposed to be used for display, not editing, and thus ne support layers.