What Local Adjustment sliders are you changing while a mask (overlay) is active?
A 'Mask' will not 'apply' to an image- only the adjustments apply in the area that a mask is used.
"Edit in Photoshop" opens a new image file applying the image and adjustments made in Lr (Global and Local). It will not have a mask. It will show the adjustments made in Lr.
Regards. My System: Lr-Classic 12.3 Photoshop 24.5, ACR 15.3.1, Lightroom 6.3.1, Lr-iOS 8.0.8, Bridge 13.0.3, Windows-11.