Inside Premiere Pro, I can easily Right-Clik on my Clip and Choose: Edit Clip Inside Audition, and Inside Waveform, I can apply my desired effects, and Choose: File-Save, and it works.
But, I noticed, If I create a Multitrack, apply Effects, and use the File-Save Command It does not work
From Multitrack view, File>Save is the command to save the .sesx (session) file, not the actual audio.
To create a mixed-down file of whatever is selected in Multitrack, you need to use File>Export, and choose the appropriate option.
I think I solved the issue. After finishing editing in the premiere, I have to use Edit-Edit In Adobe Audition: Sequence. Later inside the Audition, I have to select the entire Clips, and after I finished applying effects, I have to export them back to the Premiere as a new Audio Clip.