You're not doing anything wrong. It's Lightroom that always behaves like this
Strange, it works fine for me. <shrug>
I can select one or a number of images in PM (from a folder full of images), hit Cmd-E, then LR will start up (or become active) and the import panel will open showing the entire folder of images but they are all dimmed (unticked/unselected),
except for the ones I'd selected in PM which are undimmed and ticked/selected, ready for import; click 'Import' and only those few selected images are imported into LR for editing.
It's always worked like this for me, as I'd expect it to.
(FWIW - latest versions of PM & LRCC on OS X 10.11.6.)
Weird...fortunately the original poster now has a different working solution.