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Color Settings determine policies for handling document profiles. That's not the issue here - this is about the monitor profile, which is set on system level. The applications get the monitor profile from the OS, and use that to display the image without any intervention from the user.
Either you have a corrupt / defective monitor profile (which can affect applications differently), or all the applications aren't using the correct / same profile. Are you using a calibrator to make the monitor profile? If you are, run it again.
Check under Windows Color Management > Devices which monitor profile is set as system default.
Don't change anything in Photoshop's Color Settings, leave everything at defaults. Photoshop's color management policies should always be set to "Preserve Embedded Profiles". This is the default, so if you haven't changed that setting manually - which you should never do! - it should all be fine. Suite color management settings is basically about synchronizing so the same preset is applied in all apps. There is in fact no particular reason to do this - everything should work and display correctly even if they aren't synchronized. My own color settings are deliberately not synchronized.
IOW - that "not enabled"-message is a red herring. That's not the issue, the problem is elsewhere.
you may also want to be sure your files are tagged with embedded ICC profiles
if your files are indeed tagged sRGB, and they are not previewing correctly in Bridge, then something is amiss if they are losing color saturation compared to a proper Photoshop configuration
there is at least one exception to this basic rule: if the source files and/or the monitor are high-bit and/or wide-gamut (and have out-of-gamut color issues with Bridge's sRGB previews) ... but tagged 8-bit sRGB images should match between Bridge previews and Photoshop
below is the above graphic with the WhackedRGB profile Assigned
WhackedRGB provides the most dramatic example of broken color management
notice Assigning WhackedRGB corrected it and whacked out all the other colors
the PDI set below, displayed in Bridge, shows that Bridge displays tagged files correctly, and (for all practical purposes) assumes/assigns/uses its default profile on untagged files
further, observe the left column contains five different color spaces (all Tagged)
the right column contains exact copies of the tagged set EXCEPT their profiles have been stripped, as noted
click on the image below to popup my original tagged version and open it in Photoshop using the embedded ICC profile
when you grasp how Photoshop reacts to profiles (and color spaces) these issues are very easy to predict and troubleshoot...
see five easy steps to profile enlightenment: