When you import raw images into Lightroom, the first thumbnails you see are the embedded thumbnails in your images. Your camera automatically generates the thumbnails based only on your camera's settings; not Lightroom's default settings for camera calibration.
The MelissaRGB profile deserves some explanation. Melissa RGB is not an 'official' color space, but is the combination of the ProPhoto color space, with an sRGB gamma curve. It's important because Melissa RGB is what Lightroom uses for its readouts. Specifically, the RGB values you get as Lightroom readouts are in. The ICC Profile for Adobe 1998 RGB, used in this example, can be found here on Adobe’s site (Windows, Mac and Linux versions). Download your appropriate file and copy the file named AdobeRGB1998.icc to a handy location on your system. For this example, I created a folder on my desktop called icc to use as an example.
Prophoto Rgb Color Profile
After importing images and applying Preview settings (whether you chose to generate 'full-sized' previews upon import), Lightroom generates thumbnails and previews based on its default settings for camera calibration, in addition to any Develop module preset you may have selected to apply while importing images.
Solution
In the Basic panel of the Develop module, instead of using the default Adobe Color profile, select the appropriate Camera Matching profile for your camera model to approximate the look of how your camera processes the image.
Prophoto Rgb Display
Camera Matching profiles attempt to match the camera manufacturer’s color appearance under specific settings. Use Camera Matching profiles when you prefer the color rendering offered by your camera manufacturer’s software.
Prophoto Rgb Icc Profile Chart
For more information, see Apply a profile to your image.