I all my years of printing I have never encountered a situation in which the print looked like the soft-proof, and quite honestly, I would never want that to happen. The point of soft proofing is to take into account the particular paper you are printing on and try to make the soft-proof look as close to the original image as possible. Therefore, what you are doing is compensating for the paper/ink combination that you will be using to create the print. Although I cannot be certain about this in LR, I do know that the print dialog display in PS means nothing as far as the "appearance" of the image is concerned, it's only for positioning of the image on the paper etc. I will say that this is true for the Mac OS, but perhaps not for Windows, not sure. As far as turning off the soft-proof is concerned, that has never been an issue in my experience and I've never had any such problem that indicated that it should be turned off.
EDIT: Sorry, it seems that a few of us were a writing a reply simultaneously. Glad you found the problem
Gary
I must be doing something wrong. My prints look very very close to my "soft proofs". I admit that I'm printing through Photoshop, and not Lightroom.
While the goal may be to make adjustments to the image while viewing the soft proof, to make the image print as best it can (given the limitations of the printer/paper/ink combo), to do this requires that the soft proof look like the actual print!
If the soft proof doesn't look like the print, something is wrong with the workflow, the display calibration, the printer profile, or a combination of all or some of the above.
When engaging the soft proof function, one's first reaction is usually that the image looks "flat". I find that that setting photoshop to surround the image with a white background (instead of the default grey) helps make the contrast look more correct, to my eye. In other words, the "blacks" look darker when surrounded by a white background.
I do make my own printer profiles, and do have my display calibrated with an iOne Display Pro.