Why can’t I see my previous edits in Lightroom CC after editing and saving a photo in Photoshop?

"Edit a copy with LR adjustments" includes the word "WITH": meaning that LR adjustments (including how the Raw conversion is being done, and subject to the colourspace which has been set) cannot thereafter be separated out again, within this new copy.

You can defer some kinds of LR adjustment that you think you may later reconsider, and only apply them AFTER an image version returns back to LR from Photoshop. Such adjustments will remain non-destructive so you can continue to vary them indefinitiely. And you can further change the PS editing too, which underlies these post-PS adjustments. Necessarily, post-PS adjustments are not visible while you are working in PS: becasue they effectively "haven't happened yet" in the overall workflow. They will again be seen when  you save PS changes and return to LR, that image preview updates with your new PS work, with all LR adjustments overlaid once more.

Clearly some 'content-optimising' adjustments such as those controlling the Raw conversion itself, need to have been set before going to PS, in this workflow. You may get less good final results, if you take the image into PS without having first made the best possible usage of the Raw data, such as basic tonality choices, white-balance, higlight recovery etc. So in my opinion, the sorts of adjustment that it makes sense to delay until after a PS round-trip, tend to be more 'presentational'. The sort of thing where you might want the option to have different virtual copies in LR, each one differently cropped / vignetted / split toned or whatever. Or even, different monochrome conversions or perspective treatments: whatever. And in this case, clearly the PS work would concentrate only on tasks that could not have been done in LR.

There is another workflow for external editing, whereby your Raw data, and current LR adjustments, are embedded into a Smart Object layer within the new PS document. This workflow allows you to further re-visit all of these LR adjustments indefinitely, though no longer by using LR. Instead, this is done via an Adobe Camera Raw interface, when editing the Smart Object within Photoshop. You can then put Smart Filters onto this embedded Raw file or overlay it with standard PS layers. On saving, the visual effect of all this is seen in LR and you can work further over the top, there.

It is as expected that the LR processing for an image version first returning from Photoshop, should be zeroed out.

The adjustments previously seen have been already included - either directly into the pixels, or (if edited as a Smart Object) into ACR settings used within PS. So to have the same settings showing again, onto the PS-edited thumbnail, would be to have double-applied those adjustments.