Lens correction profiles work only with raw images (in your case, files ending with the .arw extension). They will not work with JPEG and other rendered image formats. There are exceptions to this rule (e.g. iPhone, GoPro) for cameras that do not support raw image output, but for Sony E-mount cameras, lens corrections require an un-rendered, raw image.
If you are still unable to locate your lenses with .arw files, please specify which lenses you are not seeing.