Yuo may be shooting RAW only. All RAW files contain an embedded JPG (A RAW file isn't an actual image file, just literally a dump of all the information, so needs to go through a RAW converter to make it viewable). This embedded JPG can be affected by in camera settings, however the RAW can't (Except sometimes, like using .NEF files with Capture NX, but ignore that for now). So what you see on the back of the camera, is your embedded JPG with in camera settings. When the image goes into lightroom you see the embedded JPG for a splt second until the RAW file is loaded. This then displays the image without any in camera settings. By using Lightroom presets, you can try and match what the camera does with what Lightroom does, so the previews are close to the actual image.