...and, although, I don't use Lightroom, I bet there is a setting/mode in LR that will look at the RAW processing metadata in the RAW file and will show you LR's interpretation of the STRONG GRAIN setting, and other in-camera settings. Certainly CaptureOne the equivalent RAW processing engine, which I use, optionally does do this.
You have to remember that the RAW file is not an image, its the data required for a RAW processing engine, like LR, CO, or even Windows Image Viewer, to create one, and they will all do it slightly differently. Software that doesn't have the capability of processing and rendering the RAW file at all may dig out the embedded JPEG thumbnail from the RAW file, and display that instead.
BTW - I use CO, rather than LR, because it is widely believed to make a better job of rendering Fujifilm's weird X-Trans RAW files better than LR, and most other engine's.