This is normal for RAW files. A RAW image is not a finished picture; it’s sensor data that must be processed before it can be displayed. Different software uses different demosaicing, color rendering, tone curves, noise handling, and other processing, so the same RAW file can look quite different across programs.

Canon EOS Utility is designed to closely match the camera’s JPEG preview and Picture Style, so it often looks like what you saw on the camera. Lightroom uses Adobe’s RAW engine, which may render color and contrast differently by default.

If you want Lightroom to look closer to Canon’s rendering, check the Camera Calibration / Profile section in Develop and choose a camera-matching profile such as Camera Standard rather than Adobe’s default profile. Lightroom and Photoshop should match each other closely because they use the same underlying RAW engine.

So the difference doesn’t usually mean the lens or file is faulty—it’s mainly a difference in RAW interpretation.