If you look at the DeviceInfo in the MDE advanced hunting there is an Exposure Score in the table. It does not appear that the same column is included in Sentinel. I know there are some other examples of inconsistency with the data connector. I am not sure if this is a bug or if there was a technical reason/blocker.
You might look into the Sentinel Triage Assistant. It has a module for enriching incidents with MDE data including risk score. https://github.com/briandelmsft/SentinelAutomationModules