The file format makes no difference whether or not the spot removal edits carry over. If in fact what you describe is happening there is something else wrong. Could you be more specific about the problem. Do you see the spot removal edits in Lightroom? Are you absolutely sure they are not showing in Photoshop? What OS are you using?
Added later: I just read your message again. Are you opening a copy of the Lightroom image that includes Lightroom edits, or are you telling Lightroom to open anyway? The reason I ask is because you are using Photoshop CS5, which uses an older version of Camera Raw. When an image is transferred to Photoshop under the "open anyway" option, Camera Raw has to interpret the Lightroom changes. And the older Camera Raw doesn't know about spot removal changes I believe you need to open that image in Photoshop using the option to open a copy that includes the Lightroom changes. Photoshop cannot work on raw image data. By the time the image is opened in Photoshop it is no longer raw data. So you aren't going to lose much quality by choosing the option I have suggested.
Im using MAC OS. In the past, I would import as Raw , or Jpeg and when editing in Lightroom and transferring to Photoshop , I would get those 3 options of import with adjusts, keep original, etc.
Now I'm importing those raw photos and converting to dng on import. These images are straight from my camera. When choosing edit in photoshop, it is giving me a warning that my camera raw needs to be 8? , but I have photoshop CS5.
The most current version of Camera Raw that you can use with Photoshop CS5 is Camera Raw 6.7. I think the problem with your spot removal is that your Camera Raw is not able to interpret those brushstrokes and spot removal edits as the image is transferred to Photoshop. So you need to choose the option to edit a copy with Lightroom adjustments. That will create the TIF or PSD (depending on your preferences) in Lightroom before the image is sent to Photoshop. All of the changes that you make in Lightroom will be included in that file. When you are using a version of Camera Raw that is "current" with what Lightroom can do, the TIF or PSD is created by Photoshop at the end of the Photoshop session. But you need to create the file first in order for all of those Lightroom changes to go to Photoshop. And that is what Lightroom does when you choose the option to edit a copy with Lightroom changes.