No, can't do. It only works the other way around - opening Premiere projects in AE retains the effects. Even that has only been introduced in the latest update. Maybe it will be expanded upon in future releases...
It seems it copies the effect but not it's properties. anyways, I would submit a feature request - this should be able to work. Feature Request/Bug Report Form
a few Workarounds:
1. Apply the changes manually side by side - if it's numaric values, one workaround could be copy pasting manually side by side Ae to Pr or by tapping UU.
2. Use Dynamic link - just brainstorming here but another approach without knowing your workflow, is to work with dynamic link and get editing done with premiere while the compositing and effects is in Ae. this way the Ae effects are embedded but you do get a way to edit your footage in Pr. if the project is already in premiere you could import it to Ae (by copy pasting the sequence from Pr to Ae or use file->Import-> premiere project in Ae - Not dynamic link) and the use dynamic link to put it back in premiere and get the most out of the two Apps. this could be complicating things, or take a fraction of the time of reconstructing what you already built in Lumetri Ae - can't be sure because I can't see your workflow or editing.
3. Magic Bullet LUT Buddy - if you just need the color correction changes applied to another image, not the exact values i.e if it's good enough that the color correction you already did in Ae will be your starting point - here's a nice solution - this is actually the first time I am doing this but this seems to work! here is the example out of a still image:
1. this is without the Lumetri effect
2. this is with a few Lumetri effect Changes
3. Applying LUT Buddy instance before and after with draw pattern and read pattern
4. click options and export the LUT and save it
5. in premiere in the lumetri effect, add the LUT - BOOM!