Perhaps in Premiere Pro, the footage you sent to After Effects contained some effects. For example the color correction effects or stabilization. The problem is that After Effects is not compatible with most of the effects from Premiere Pro and therefore when using Dynamic Link, incompatible effects are just turned off.

To avoid this problem, try the following:

1 In Premiere Pro, before using the “Replace with After Effects…” option, remove all effects that are on the footage.

2 Apply all the necessary effects directly to the Linked Comp layer that went from After Effects to Premiere Pro.

If you have a stabilization effect in Premiere Pro, try to stabilize the footage directly in After Effects.
Choose: Effect > Distort > Warp Stabilizer VFX

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