I've been using ACR to edit my files but thought I'd give Lightroom a try since it's part of the Photography plan... Anyway after editing in LR my sky looks nice and blue and even after exporting to PS, it looks nice and blue BUT when I save it as a JPEG and open it up later with Windows Photo Viewer, Windows Paint or XnView, the sky is purple with a little color cast throughout the photo. I can duplicate the settings in ACR and the photos come out fine. So what gives with LR?
Photoshop and Lightroom are color managed, and use the monitor profile to display images correctly.
Most image viewers are not color managed, and will not display correctly, particularly if you exported using the ProPhoto or Adobe RGB color space. Unless you know what you're doing, always use sRGB when exporting.
Your description leads me to believe that you have used ProPhoto or Adobe RGB when exporting.
The Windows Photo Viewer is color managed, and should display the same as Photoshop and Lightroom, so I wonder if you mean the Photos app (Windows 10), which is not color managed.
I am not familiar with XnView, but Paint is definitely not color managed.