I right click on image in LR and EDIT IN PS 2019, Do my edit and save file and back in LR, the image in LR of the PSD has different saturation. Here is a side by side on the same monitor, 1st is PSD in PS, 2nd PDS in LR (returned from PS), 3rd is export of file in LR using sRGB.
I notice that in Lightroom you are using the Library module which uses the color managed- Adobe RGB color space. Your Microsoft Preview Image window is using a non-color managed sRGB If I read you correctly, your Photoshop window is using a color-managed sRGB.
Those discrepancies in color space and color managed/non color managed applications might be enough to contribute to your color differences. Try comparing the Develop module version in Lightroom to Photoshop and see if you get closer. To get spot on you should be using the Pro-Photo color space in Photoshop as well. Then Lightroom and Photoshop should match.