What’s you final intended output?
I’m from a retouching background and to be honest hadn’t heard of linear colour space before I started to learn 3d - The main difference is that CG concerns itself with Gamma and photography is more gamut aimed due to the requirements of commercial print. As a result photoshop goes a bit strange in 32bit mode - even now and the colour interpretation goes nuts - reds become greenish and the whole thing looks like a mess! The problem for me here was that the EXR images spat out from Maya where born to be sRGB and under linear space and where being saved with “generic HDR color profile”
Firstly I’d dive in to EDIT> colour settings and make sure RGB colour is blended using gamma. whilst you are at it, check your working profile and that you have dither checked also. Then I’d make sure that your EXR files have a profile photoshop can read. Go to EDIT> convert to profile and set the profile that you intended. Adobe 1998 is too wide at 32bit and just makes a mess of things until you drop your depth down to 16 or 8bit. I could be wrong as i’m just a beginner but Maya doesn’t seemed to be geared up for print or wide gamut outputs really. it’s not what it was made for.