Hello.
Everybody always thought Substance Painter was exporting 32bit file when exporting EXRs. It's written "32f" everywhere in the interface so it logical to think this.

You can find some post requesting the ability to export 16bit-Hf EXRs, but actually nobody, and me including, never thought of actually what bitdepth the map were actually exported in.
Open any of your EXR map from SubstancePainter in Nuke or whatever DCC that allow to get this info and you will see that they are "Half" maps has describe by Nuke:

This happens even if you force the Channels format to be
RGB32F or
L32F.
I also checked if this was not a bug from recent version, I get the same result with maps exported in 2019.
I might have miss an option somewhere, but this might be a bug.
Cheers
Liam.