The lens profiles built into Lr are intended for RAW photos. There are some from the very early days of Lens Profiles that work with JPEG but none in recent years. Using the later RAW only profiles as you are isn't ideal as the corrections are based on data captured in RAW format. If you really need a profile for JPEG then it might be better that you create your won or check to see if one already exists in the user supplied profile database.
These links will take you to the software fro creating your own.
These for the profile downloader
Ian has you pointed in the right direction.
Lens profiles are not enabled for JPG files because the cameras usually bake the corrections into the JPG files automatically.
For raw files, the lens data is added into the file as extra data that most raw converters are not going to read except for the converter made by the camera manufacturer.
I am using Photomatix... when Photomatix is done fusing the images, they are JPEG's... I do not believe there is a way to bring photos into LR from Photomatix in RAW format... I guess I will need to Bring photos to LR first... do the lens correction... then go to Photomatix.... then back to LR to tweak exposure, etc... I was trying to save a step...
Yes, when merging images, all the data from the individual images is lost. In this case you would need to load the images into LR first, do the lens corrections, then send the images to Photomatix.
Photomatix should be able to save the files as 16-bit TIF files, but that will probably not help with the lens correction data being lost.
OK... LR first... THEN Photomatix... however, I know I will have to bring it back to LR to tweak a bit after Photomatix... I am trying to lighten my workload... having to run it through Photomatix once and LR twice seems a bit time consuming... but, if the final product is going to be better.... we'll see!... Thanks!