One thing that has come up is that the newer generation of cameras have two settings that can make the jpeg "preview" significantly different in terms of brightness than what the Lightroom defaults would render. These settings are HTP (Highlight Tone Priority) which brightens the shadows and midtones, and Auto Lighting Optimizer (ALO) which can brighten the overall image.
These settings are applied to jpegs, as I said, but are ignored by Raw processors other than the Canon Digital Photo Professional. So, it is natural to see a different level of brightness when an image is being loaded into Lightroom. If you look at your camera settings for HTP and ALO and they are "On", turn them off to get a more accurate preview both in the camera and when loading into LR.
Also, Picture Style settings in the camera will affect the previews. For a more accurate preview you can set your Picture Style to Neutral. You can go even farther if you then dial down the Contrast and Saturation settings for the Neutral Picture Style. Or, in Lightroom, you can set the default Camera Calibration Profile (and/or other settings) to something that is more appealing to you.