I noticed that when loading RAW images into LR I could see the JPG settings for a second and then LR would clear the image and only show the RAW file. This irked me as the blue I got from the cam settings is really nice and the blue in the RAW file was not. But I could not really get the exact blue color as the camera would process. So I started shooting RAW + JPG to see the differences and learn more about colors.

So I have tested it with one file and I had to change a lot to get the same colors back on the RAW file. Here are the supporting files.

1. RAW file unprocessed
2. JPG with cam settings
3. RAW processed by me
4. LR settings
5. Canon 6D settings (next comment)

What I find weird is that on the camera settings there is not much to set in terms of colors. I always use the landscape setting but that setting only has some increased sharpness.

Any thoughts on this would be appreciated.

I'm sure the landscape setting boosts the saturation, too. The WB in the original RAW version seems to be a bit off.  I think you can apply the landscape setting to the RAW file in the DPP software module that comes with the camera, while still doing some other corrections (CA, etc) if needed.

there's nothing wrong with this photo, it's an editorial so JPG is fine and the post processing should be minimal, the only things to fix are the exposure, the shadows, and eventually the saturation but the JPG you posted looks already good enough.

What I find weird is that on the camera settings there is not much to set in terms of colors. I always use the landscape setting but that setting only has some increased sharpness.

As others have noted, in Canon DPP you can apply an interpretation to the data which mimics what the camera does when you shoot using eg the Landscape, Portrait etc settings. You can do the same (roughly similar anyhow) in Lightroom by using the Camera profiles (profile drop-down option in calibration settings). Lightroom and ACR include alternative optional profiles which mimic alternative built-in camera settings. There are also lots of third-party .dcp profiles available which provide alternative processing. Different from presets - though well designed presets typically also include their own camera profiles (looking at decompiled profiles I have noticed that some but not all also include a tone curve - within the profle).

In Lightroom (eg): If you begin by applying a different profile - eg Camera Landscape in Lightroom - you will get an image with a completely different interpretation of the color data. Most particularly the hues. The image will look completely different compared with the default Adobe profile. But the all of the other Lightroom settings (eg hue, saturation etc) will still be at their defaults. ..... because the slider values of these settings are relative to where you began. And you begin somewhere different when you apply a different profile.

Profiles mimic camera settings (eg Landscape, Portrait etc). The camera does not expose an interface to (ie control over) the majority of different ways in which the raw data can be interpreted (even a raw converter really only offers control over facets of a virtualised abstracted model of the data). Choosing the camera's Landscape setting is just like applying a profile in Lightroom (though this will also optionally additionally affect the 'sharpness' setting as noted in the OP).

Profiles define the way in which the raw data is initially interpreted. The color values. Most particularly the hues. The camera's Landscape/Portrait etc options do the same. Which values match different colors etc. Profiles are typically .dcp files. Adobe offers a free profile editor which can be used to create alternative profiles when used in conjunction with a calibration chart. We can also decompile existing .dcp files into XML to see their structure. A decompiled profile will be hundreds of lines long. There is a huge number of specific values - far more than either the Camera menu or Lightroom could usefully allow us to individually tweak.

There is no such thing as an original neutral raw image. As if that implied that a file had not been manipulated or processed. The default settings in any raw converter produce an image which is a manipulation of data. There is no such thing as neutral processing. The same as there was no such thing as definitive film - just different chemistry. Velvia was relatively more saturated and intense than Portra. Neither was accurate.