Lr has one big advantage over all other RAW processors, it uses the same processing engine as ACR. So when you open an image in Ps from Lr it actually passes the edit instructions to ACR so that ACR can render and open the image directly to memory.
If you have an older version of Ps than of Lr, which could be very common back in the perpetual licence days, you would get the situation where you could not pass the image to ACR, as the instructions would be incompatible. So in that situation Lr would have to generate the file first, then open it in Ps. I had this for quite a while, using Ps CS5 with Lr 4.4. This is the only way that other programs can open the image in Ps, or any other pixel editing program for that matter.