Be sure you are on the latest versions of PS and LR to avoid a bug in the last where the round trip stripped the profile from what came into Photoshop from Lightroom Classic. The newer builds should fix this issue.
All the images you processed in the buggy version will be untagged, so simply use the Assign Profile command and select the profile you originally asked for (ProPhoto RGB).
IF you still have issues and are on the latest version that did fix this round trip bug, and you see that the Photoshop images are indeed tagged, try disabling GPU in preferences as that might be an issue.
Author “Color Management for Photographers" & "Photoshop CC Color Management/pluralsight"