If the file type is DNG, Tiff, PSD or Jpg, XMP data will be written to the header of the file, and there will not be a separate XMP file. You only get separate XMP files with proprietary raw formats, like NEF, CR2, RAF, etc.
XMP is only written to the original files, not to exported files. Also, it's a proprietary Adobe format, and may not be understood by other applications. It looks like you're exporting as Original, which will export the original, unedited file.
For edits to be included, use any other option than Original. If the image will be edited in the other application, use Tiff or PSD.
You can also set up external editors in Preferences > External Editing, and then use Edit in instead of Export.
If you simply want to look at the images in Photos (screen viewing, no editing or printing), export jpgs.
DNG was written by Adobe but it was released as an open sourced format. This was done to try and shake camera manufacturers as an alternative to their secret sauce formats that are very proprietary. Adobe has to reverse engineer each of these closed format to make them work in Adobe applications.
Some companies do use the DNG format, Silverfast scanning software uses it in their HDR software to collect all of the scanning information in the file so that subsequent scanning is not necessary.