It's likely how the brush was saved. The long story:
None of Adobe's tools use the same rendering model, each has its own brush format and brush features, so not every brush works in every application.
That is, you can't use an Illustrator brush in Photoshop or in Sketch, or a Sketch brush in Photoshop or Illustrator. Photoshop's rendering model just can't handle what Sketch does, it works in a very different way. This is why when you create a brush in Brush, you have to select what tool you are going to target. If you're ultimate goal is to use the brushes in Ps rather than in Sketch, then you'll need to limit yourself to the Ps targeted brushes when you get to the Style section (look for the Ps icon on top left of the section, after the Photoshop Sketch brushes).
When you save a brush, you're taken to a screen (see photo) where it can be edited/named. It's also where you can see which brush work with each application. The top three are for Photoshop Sketch. If you scroll down you'll see the brushes for PS and Ai. When you save, save for the app in which you'll use it. Let me know if that clears things up for you.
Try this with one of your brushes:
Go into your Library and choose a brush
Tap the edit icon (square with a pen); that will open a visual list of brushes
If you want to use a brush in Sketch, choose one of those brushes (tap the circle to check it), name it, and Save. It will save to your library as a Sketch Brush and as soon as it syncs you should be able to open it in Sketch. Once in Sketch, long-press on the fifth brush in the toolbar and your Library of brushes should be there. The same process works for brushes for Photoshop and Illustrator CC.
Let me how things go.
Yeah. I understand this, it is what I figured and a huge issue with Adobe. CC is a collection of apps with the same user base, yet every tool and app has its own development team reinventing the wheel to the point where nothing is compatible or consistent in CC. Thank you for your time. Maybe someday CC will be unified with teams that are working on CC as a whole, not as individuals that don't know what the other hand is doing with an entirely different set of features/tools.