When writing PNG files, IM will embed the profile unless the profile is sRGB. For sRGB profiles, IM just creates a sRGB chunk. (I don't like this, because there are different sRGB profiles, and embedding the correct one might be important.)
But Photoshop isn't saying there is no profile. It seems to say it shouldn't have a profile. I don't understand that. Is your version of PS old?sandraR wrote:... if I try to open the [PNG] file in Photoshop it keeps giving me an alert that says "it has a file format that does not support embedded profiles", so this means that the profile did not get embedded.