What are your Photos > Preferences on your Mac? Is only My Photo Stream enabled or iCloud Photos as well?
To elaborate a bit on Tony*s comment:
If iCloud Photos is enabled on your Mac, the My Photo Stream album will no longer be shown. But you should still be seeing the photos from my Photo Stream in the "All Photos" album. However, your iPhone may not be uploading to My Photo Stream, only to iCloud Photos, if iCloud Photos is enabled.
In particular, see the paragraph "What happened to My Photo Stream" in this document: Get help with iCloud Photos – Apple Support
What happened to the My Photo Stream album?
When you turn on iCloud Photos, the photos from your Camera Roll are added to the All Photos album. And photos from My Photo Stream that are in your My Photo Stream album but not saved to your library are removed. After you turn on iCloud Photos, you won't see a separate My Photo Stream album.
If you have an additional device with My Photo Stream turned on and iCloud Photos turned off, you'll still see a My Photo Stream album on that device. Any new photos that you take or add to your library show in that album on that device.
Using both iCloud Photos and My Photo Stream together is dangerous and complicated. If any of your devices is using iCloud Photos, use it on all your devices and disable my Photo Stream on all devices.
. About iCloud Photos and My Photo Stream – Apple Support
The biggest problem is, that My Photo Stream is not transferring all image formats - videos, heir, the Live component of Live Photos will be missing. This is a source of creating duplicates.