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That is strange. What version of LR do you have installed?

The only indications that the camera is fully supported are the proper display of camera metadata, showing there is an Adobe Standard camera profile and that the lens profile was automatically applied.

Are you seeing these in your Develop module with SL files loaded?

Ah. Unfortunately, Lightroom doesn't yet support direct tethering in LR yet. In the meantime, you could use Leica Image Shuttle to put DNG files from the camera into a folder on your computer, then enable Auto Import in Lightroom, setting the watched folder to the same one you selected as output in Image Shuttle.