I used the Impressive Art setting on my Lumix GX-7 camera. I have imported them in to lightroom and the image thumbnail looks just like it did in the camera. When you double click the thumbnail to get to the image itself all you see is the basic image without any of the in camera effects. How do you see the image as it was in the camera? The image is in raw format.
When you import into lightroom it shows the embedded jpeg which shows the effects but once you click the image Lightroom renders the raw file and shows the image as it was captured without the effects. So you need to shoot in either Raw + JPEG or JPEG and when importing to Lightroom remember to check treat embedded jpegs as separate files thus you'll keep the effect.