To "export" your image like you did in Illustrator, you need to do things a little bit differently. First you need to change the Image Type (Image menu - choose Type) to RGB. Then you need to save the file with the right extension to post in your blog. To do this use File, Save As and choose jpg.
It's just a little different, but this shows you that Photoshop is treating your images a bit differently - mostly because it starts as a raster image, and you don't have to completely alter the file itself to get the postable file you need.
