Cannot send save as layers to photoshop from light room

To make life a little easier: if you have multiple images open in Photoshop, then you can load them as layers in a new document automatically by using 'File - Scripts- Load Files into Stacks'. In the dialog that comes up, click the 'Add Open Files' button.

The open in layers feature is a Lightroom Classic only feature. Lightroom desktop cannot do this without some manual moving of layers between documents you open in Photoshop individually.

I only know to open each file singly (one at a time) with [Ctrl + Shift + E] then-

Combine them in one document by using the Move tool to Drag one image onto the tab of another.