When importing images into LR classic, the program does the saturation itself

You haven't provided a lot of information, but my guess is that you have activated a setting in the camera that lifts the shadows and mid tones (like Nikon's Active D-lighting), so that the image looks correctly exposed in the camera, and in image viewers like the Windows Photos app. In reality, the image is underexposed, or at least darker than you think.

Image viewers cannot display raw files, so they display the jpg embedded in the raw file instead. 

The jpg will be affected by camera settings, but LrC doesn't understand these proprietary settings in the raw file, and the image appears darker. (the exception is some mirrorless cameras that write camera settings in XMP, which LrC understands)

To stop this from happening, zero out all camera settings, and stop using Picture Styles, or whatever they're called in your camera.

Alternatively, you can use a Camera matching profile, if they exist for your camera.

You can set LrC to use a camera profile on import for all images from a particular camera.

Or you can create your own Develop preset, and have LrC apply that on import.

See https://helpx.adobe.com/lightroom-classic/help/raw-defaults.html

Do you have assign a template or a profile during you import the pictures?