That model of printer has only one shade of black. In order to print at "photo" or "best photo" quality, it needs to mix colours to achieve intermediate tones (grey values) without introducing considerable graininess to the image. Darker midtones will use the normal cyan, magenta and yellow to create what painters call a "neutral grey" (which is actually a bit of a muddy mess, but is less blue than a black-and-white mixture), and will substitute the light cyan and light magenta in the lighter tones (both are in addition to a screening of black).

You can print at a lower quality, like "text" or "text and photo", or you can move up to a printer that offers at least one "light black" (it's sometimes labelled "grey", but it's actually just a more dilute black) if you want a pure black-and-white. Or you can choose a warmer- or cooler-toned image—that will control the colour bias and reduce either the cyan or the magenta, making the image look a lot more consistent.

I'm not a Lightroom user, so I don't know what kind of toning options it offers. In Photoshop (or an equivalent editor), you would convert the image to greyscale, then set the mode back to RGB and use a Hue & Saturation adjustment (with the "colorize" option turned on) to introduce a slight blue- or red-biased tone with very slight saturation. Several plugins handle this as well, and can produce very realistic-looking warm- or cold-toned black and white pictures. Some of them will work from Lightroom as well as from within Photoshop—Topaz Black & White Effects certainly will, and I'm pretty sure that Nik Silver Efex Pro will too.