Hi, I work with 32bit exr in photoshop. What I do before saving the final image is to apply the image and duplicate the layer to a new 16bit psd file without merge. This way colors are the “same” as in the 32 file. At least this is the way I do it, surely there is a proper workflow for this but I guess it is a limitation of photoshop working with 32bit files.
Like you said the problem is with windows Photo Viewer, and your associated ICC profiles with your monitor.
For some reason, when you view an image in windowed mode it uses one profile, but when you click the fullscreen button it uses the proper one and will look correct as you see it in photoshop.
I haven’t been able to find a fix for this issue yet, you just have to be mindful of it or use a different photo previewing program.