If I understand correctly... the image you see on your DSLR's LCD is the jpeg preview of the RAW with the Black&White adjustment taken into account. Once you import the RAWs into Lightroom, Lightroom "discards" (very loose term, so might need to be corrected) the Black&White adjustment, just as it does with all other in-camera image optimisations the camera may have added with the RAW file.
So you'll have to make the Black&White adjustments yourself in Lightroom.
I'm sure Thomas would be able to clear this up better, since he shoots mainly in Black&White and uses LR, and may even have a solution for you.
Then again, I could be totally wrong about the whole thing