The first thing you see is the embedded preview in the RAW file... that preview takes into account the in-camera settings (BW, saturation, sharpness, contrast) and uses Canon's own algorithms to present that image.
It switches after LR renders its own preview image... since LR doesn't read these settings and uses its own algorithms to render an image it is different than how camera preview.
I suggest downloading the beta profiles from Adobe... then under camera calibration tab (or by setting it as a default) you can use these profiles which are meant to 'come closer' to matching the in camera settings such as 'standard', 'landscape', and 'portrait.' In my opinon these profiles are a vast improvement over Canon's previous colors.