When you first import images into Lightroom, the preview you see is the camera created JPG. This is a preview of the RAW file, with all the in camera settings applied. The look depends on how you’ve set your saturation, contrast, etc on the camera.
Lightroom the reads the RAW file and applies the default (or a chosen) Develop Preset. Of course, because it doesn’t know what the in camera settings are, it can’t apply them. The only RAW processor that will do this is the Camera Manufacturers software. The solution is to create a set of Develop Presets that match the look of the camera JPG. Probably the quickest way is to do a series of shots using RAW+JPG. Make sure the ‘Treat Jpeg files next to raw files as separate photos’ preference is checked in Preference>Import. Import the files.
Develop the RAW to look similar to the JPG. Use Compare mode in Library until you are happy with the look you are getting. The key things to watch for are contrast and saturation (although I prefer to use vibrance). The option to apply capture sharpening is up to you. Save the result as a Develop Preset.
Obvious cameras have different modes/picture styles, so you’ll need to repeat the process for these settings if you use them.
When you Import, simply choose the setting you want from the Develop Preset drop down menu in the Import Dialog.