Right click on the image and choose edit In, you will be able to see the Photoshop as an option select it and the image will be opened in Photoshop with all the edits that you have done in Photoshop.
The simple way to do this is to use the "Edit in" function from within Lightroom. You can set up Photoshop as your primary editor and other programs as secondary editors. See the screen capture.
If on the other hand you wish to open the files using Photoshop / Bridge then you will have setup Lightroom to write your metadata to .xmp so that Photoshop can apply the changes that you make in Lightroom. This is necessary since Lightroom by default only writes this info to the Lightroom Catalog file.
The edits for the image are stored in the Lightroom catalog, not in the original file. So if you open it directly in to Photoshop, PS doesn't know about any of the edits. As others have said, if you open it from inside Lightroom, Lightroom can do the handoff with the edits.
If prompted, be sure to select "Edit in Photoshop With Lightroom Edits".