Go into Preferences->General and hit the "Reset all Warning dialogs" button. Now when selecting edit ion Photoshop on a tiff file, you should get an option on how to edit. Make sure you select "Edit original" or "Edit Copy" to edit the file with layers intact. If you select the top option that is selected by default, Lightroom will flatten the file, apply the Lightroom edits and generate a new copy of your file without layers.
Sorry, I noticed you are working in Lightroom Cloudy and not in Classic (bad confusing naming by Adobe). Adobe changed something in the latest versions of Lightroom Cloudy which means that it always flattens tiff files when sending to Photoshop now. It might be a bug. The dialog above only applies to Lightroom Classic.
First make sure your development settings in Lightroom Cloudy are all completely zeroed out. If there is any change to settings, it will flatten the file. Only when there have been no settings changes whatsoever will it ever open with layers intact. I do believe there is a bug in this in the very last version of Lightroom Cloudy so it might not work anymore even if everything is zeroed out.