In its import screen, Lightroom can show thumbnails for any image that the platform itself can show. In other words, if iOS Photos app can display thumbs for your images, then Lightroom should also be able to. Otherwise, the images need to be imported into Lightroom and processed to generate thumbnails and renditions that can be displayed. I understand that this hinders selecting specific images for import.
Oh interesting. I didn't realize that LR uses the OS' RAW decoding for previews. This workflow worked fine for me until very recently. In fact, Lightroom used to show previews of both uncompressed *and* compressed RAF files, the latter of which iOS does not. Did something change recently that you know about?
The ability to directly import from camera cards is somewhat new. However, I think Lightroom iOS's ability to render image thumbs in the direct import screen works the same as when importing from the camera roll, and I am not aware of any change.