If you edit a non-raw file, you will get the dialog asking if you want to edit the original, a copy with edits or a copy without edits. You don't get that dialog for raw files.
You don't see any dialog when editing raw files when your Lightroom and Camera Raw versions are in sync. If they are not in sync, you get a warning asking if you want Lightroom to render the file.
Since you aren't getting any dialog, everything is in sync and Lightroom sends the file to Photoshop and follows the settings you've set up for external editing. So, everything is normal.