In other words, the first thing you see is the camera rendering which you would get if you shot JPG because the camera embeds a JPG preview, then, once LR has had a chance to compute a new image based on the LR default settings, you see the Adobe rendering, which the starting point for work in LR.
Click Auto in the Basic tone section, change your Profile to Camera Standard instead of Adobe Standard, change your LR defaults, are a few things you can do to make things look more similar to Camera Rendering although why does that matter so much?
The point of shooting raw is so you can do something different than the camera. Adobe has no idea what the camera manufacturer has done in the camera to produce its JPG just like the camera manufacturer has no idea what Adobe has done, since each is an independent company with their own proprietary algorithms as their intellectual property, so learn how to use LR and don't care what the camera is doing, or shoot JPG and don't care that you can adjust things in LR. It's normal they don't look the same.