Just a guess, but maybe your monitor color profile is not compatible with LR but PS understands it.
What is your monitor color profile at the moment?
Try the process outlined here for setting your monitor profile to sRGB and see if the difference disappears:
Or, it could be the usual phenomenon that happens when importing raw images. Lightroom displays that JPEG preview initially which contains all of the in-camera settings. But then Lightroom generates its own preview that ignores many of those in-camera settings because they are proprietary and are stored differently by every camera maker. This often catches new users off guard.