Okay, I think I'm understanding your issue. You have EOS Utility set to save your remote shots to a folder that Lightroom is watching (auto-import), correct?
I shoot remotely to a folder that isn't being watched in LR (the folder name is always related to the date of the shots, so it would be useless to have LR try to watch a folder that isn't created until I'm shooting), and then just import it when I open LR. I have a feeling that LR is "watching" the folder you're saving to from EOS-U, although you say you checked/unchecked Auto Import. Try creating a new folder for EOS-U to save images, and see if LR still opens.
There's one other setting that may be of interest in EOS-U. In EOS-U preferences, there's a section called "Linked Software". Make sure it isn't linked to LR. Just set it to "None" if you don't link to DPP or other software. DPP was opening for me with every shot I took until I changed this setting.
Good luck!
