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You'd probably want to go into the Camera Calibration tab and change the camera profile to something suitable. (Every camera has its own way of interpreting color; forgot what it was for Canon.) Then you'll want to save that as the default via the menu button in the upper right > Save New Camera Raw Defaults.
Color space is not the issue. I think what you see with OS X finder is the embedded jpg file that was generated by the camera and saved in the RAW file for viewing, and it should look identical to the jpg file from the camera. Adobes RAW converter in Camera RAW and Lightroom use the Adobe Standard camera profile as the default camera profile to generate an RGB image from the RAW data and you can save the image as a jpg, tif, etc with any color space you select (sRGB, ProPhoto RGB, etc).
Adobe generated camera matching profiles for Canon, Nikon, and a few other cameras that are a very good match to the profiles used by the camera to generate an RGB image. You will find these under the Camera Calibration tab (as suggested in the post above) and they have names like Camera XXXXX, where the XXXXX is the same name as used in the camera. Select one with the same XXXXX name as you selected in the camera and you should get a much better match. You can also change the default Camera profile to one of these as suggested in the above post and then the RAW image will open the first time using that profile instead of the Adobe Standard profile. If you always use the same profile in the camera, this will solve your problem. If you use different camera profiles in the camera then you will have to manually change them in Camera RAW and Lightroom to the matching one used in the camera since the RAW converter does not read what profile you selected in the camera.