I find it interesting that at one time the camera raw interface would display when you opened an image from Lightroom to Photoshop. The behavior you are seeing now is the normal behavior. Camera raw is simply used to interpret the Lightroom adjustments as the image is passed to Photoshop. But this only happens when Lightroom and Photoshop are using the same version of camera raw. Since you are using Photoshop CS6 with Lightroom 6, your camera raw is not at the same level as Lightroom is. Therefore, Lightroom creates a PSD or TIF file (depending on your preference settings) that includes the Lightroom adjustments, and it is that file that is passed to Photoshop.
In any Lightroom/Photoshop workflow, even when both programs are utilizing the same version of Camera Raw, the only time you are actually working on raw image data is when you are working in Lightroom. Once Photoshop is introduced to the workflow, you are no longer working with raw image data.
Thank you for you response
You are welcome. I just want to emphasize that the workflow you are using is not a bad workflow. In most instances, I don't believe you will be able to detect much difference in image quality.