Jun deselecting Optimize Mac Storage won't do it. I don't use iCloud Library but if you clic on an image with the cloud icon it will start downloading the fill sized version to use.
If you want to get all of your optimized photos into your library here's one way to do that:
1 - create a new, empty library.
2 - make it your System Photos Library.
3 - enable iCloud library. (DO NOT enable Optimize Mac Storage)
4 - keep Photos open and in the background. You may want to leave your Mac on at might (but NOT sleeping) as the download can take a week or more depending on the size of the library.
NOTE: Make sure you have enough room on the volume you're downloading to to house the full sized library!