Why, because Adobe has not created a lens profile for that lens, yet.
I think there is a user-contributed profile available in the Adobe Lens Profile Downloader. I’ll let you Google for where to download it.
The Canon EF 400mm F5.6L lens has virtually no vignetting or distortion, so little need for a lens profile.
If you want them........separate lens profiles for raw and JPEG files are available using the Adobe Lens Profile Downloader. The actual quality and accuracy of these "user contributed" profiles may vary.
The "user" lens profiles are automatically installed in LR 6 by the downloader here:
Windows—C: \ Users \ [your username] \ AppData \ Roaming \ Adobe \ CameraRaw \ LensProfiles \
Mac—Macintosh HD / Users / [your username] / Library / Application Support / Adobe / CameraRaw / LensProfiles /
Thanks for your answer. Now I understand. All my lenses, always was proflles in Lightroom. It is the cause of my problem.