Printer profiles have to be made visible in Lightroom.
Go to the Print Module: Print Job Panel.
Click Profile: in the Color Management section and select Other…
Put a check mark beside every profile you want Lightroom to potentially use.
Of course the same dialog can be accessed from within Soft Proofing Panel pulldown and the Export dialog File Settings section.
The Library module stores all previews in the AdobeRGB color space. These previews are also used when printing in draft mode. Unless you choose differently in the Soft Proofing panel, the Develop module displays photos in the ProPhotoRGB color space.
When you print a photo in Lightroom, you can choose to convert the colors to more closely match the color space of the printer, paper, and ink you are using. For information on working with printer color profiles, see Set print color management.
the above is from adobe help: http://help.adobe.com/en_US/lightroom/using/WS268F3399-80B2-4169-A598-04C7F769FFA0.html
In Lr you won't see any profile that is a CMYK profile. Lr just doesn't do CMYK - so CMYK profiles don't exist for Lr.
For instance, although I'm able to softproof in Photoshop to Blurb's icc-profile, I can't in Lr, the Blurb icc-profile is just not visible in Lr - not in the Develop Module / softproofing and not in the Print Module / Color Management.
Thanks everyone. I guess web-weaver is correct. I only see one printer profile in the drop down option list to put a tick in - this is the one that came with my printer. From Photoshop, I can see all the profiles. Is it really true that all the profiles are CMYK? There seem to be an awful lot of profiles that I assume are standard items as I didn't put them in the folder.
If this is the case, I'm disappointed as I upgraded to LR4 for the softproofing!