Creative Looks (filters) are gone after uploaded to lightroom

There is a way to do this with ARW or DNG files. Once an ARW image is imported into LrC most of the Creative Looks will be available in the Profile Browser. From then on, in the import module you can select Camera Settings (Apply During Import > Develop Settings > Camera Settings). Opening the Basic tab in the Develop Module will show that the profile has been applied to the file. Unfortunately you cannot create a Develop Preset to do this as you have to select a specfic creative look/profile such as Camera ST (for example) unlike the Import Preset that allows the selection of Camera Settings. The imported ARW file has the Creative Look tagged in its metadata so I assume LrC reads this. I do this because I prefer the Camera Settings to the default Adobe Color profile.

Only JPGs from the camera will show the creative looks as the camera does the edits to include the filter.

(You could Shoot Raw+JPG to see both.)

Raw files do not have any editing done in camera, thus you are seeing the untouched raw data of the image in Lightroom. You can use presets or your own editing technique in Lightroom to mimic the creative filters in camera.

These creative looks are settings that only apply to JPEG, not to RAW. So what you initially see is the look appied to the embedded JPEG preview, which gets replaced by a Lightroom preview that is based on the raw image. Bottom line: if you want to use these in-camera filters, then you cannot shoot in raw. You will have to shoot in JPEG.