Keep in mind that if you are using expanded dynamic range images (which
is possible with 32 bits), the EXR plugin for photoshop reduces the
dynamic range (if any) of your source images to 8-bits per channel by
default, with no float for expanded range. This is why the plug-in asks
you to determine the gamma and exposure settings for the "slice" of the
image range you want to open. If you then save this edited file back
over the existing EXR, it will still be EXR format, but missing all of
the other "exposure slices." You are essentially "flattening" the range
of your EXR image by opening it in Photoshop.
This is the same thing that happens when you open an exposure from
HDRshop in Photoshop. Photoshop is simply a low dynamic range image
editor. The 16 bits per channel it can handle does not include any
greater dynamic range, only finer subdivisions of the range you already
have. Caveat Productor. (noticed your email domain...)