What footage are you applying the lumetri color on? What color space and bit depth is this footage using?
AE is still a bit awkward with the interpretation of color spaces. It will display the correct colors (log, r.2020, whatever you have in your file) but it will handle the gamma curve of a lot of codecs as being r.709. That might cause an issue when you're working with light and adjustments.
Another issue might be that your AE project's color bit depth is different from Premiere (which is capped at 10, and tries really hard to interpret everything as 8bit color). If your AE project is on 16-bit or 32-bit float it'll handle lighting effects differently, and will cause your gamma to shift. (color should be ok-ish, but of course these things are intertwined, at least visually)
The list goes on, and without specifics on codec / settings, post workflow etc all I can tell you is that the Adobe suite isn't very accurate when it comes to handling color.
To make sure you don't get shifts halfway through your process, you could try adding the lumetri effects as the last step in your post process, or consider switching to a color correction suite such as Resolve (which does not have a very steep learning curve)