Printing with a LED Colour Laser Printer - No CMYK support?

Question

Greetings.
I bought an Oki A3+ printer (C9655) three weeks ago to output a large amount of images for the editing and proofing of a book project. The results I am getting are pretty bad as Lightroom cannot see their profiles so they cannot be loaded (they can be seen & loaded in Photoshop CS3 or InDesign CS3). Their technical support is saying that Adobe Lightroom doesn't appear to support their profiles which are CMYK. Although the results are pretty good via Photoshop or InDesign, I really don't want to have to import 100's of images into another app just to print a decent quality preview hard copy.
What I expected would be straightforward in printing whatever DNGs I select from a collection via the Print module is apparently not possible.  Is it really true that Adobe won't support CMYK in Lightroom? And if so why?  There are threads requesting CMYK support that go back to Lightroom 2 Beta.
What about printing cards on thick board? What about printing a preview of a book project? It doesn't have to be inkjet RGB all the time. (Admittedly quality really looks "photographic" on inkjet but at too high a cost for previews).
LED Colour laser printers like the one I bought using 4 blocks of toners are becoming more accessible & popular.  Surely there will be an increasing amount of users who expect like I do to be able to output directly to the printer without convoluted workarounds.
Adobe, could you please get Lightroom to talk to Colour Laser Printers that work in CMYK and manage the colour? Getting the printer to manage colour really gives poor results. The colours are pretty good but the shadows and blacks seriously lack density making the result just unacceptable. I am frustrated I have not been able to do the outputs I bought the printer for and it appears that the solution lies in Adobe supporting CMYK outputs.
Any help would be greatly appreciated in getting a solution soon.
Thanks.
(Mac 10.6.8)

Answer 1

Thank you for your prompt response Andrew
Please forgive me if I wasn't clear. I don't actually have any CMYK files in my catalogue. Nearly all my files are DNG's that were imported from RAW (if they are edited in Photoshop, it's usually in ProPhoto RGB). What I want to do is output collections directly from Lightroom to paper on the Oki. With hundreds of images to print, I really don't want to use Photoshop. The way I understood it, the printer needed CMYK data to be able to print an image but I think I got it wrong (maybe because Oki only supply CMYK profiles?).
From what you say and from looking at the printer settings options, there must be a way to get Lightroom to send data over to the Oki in a language it fully understands (which I think is by letting the Printer manage colour). I have experimented with different options in the Printer settings, but so far all the results are wrong. I'm now looking at loading profiles in the "Graphic Pro" settings. It looks like they need to be loaded with an installer app and it looks like the only way to be able to use them is by storing them on the printer - which unbelievably means paying over £300 for their hard drive!
Hopefully there is a simpler solution. I'm getting the impression the printer has great capabilities but I'm missing out on them because I can't work out how to get the settings right. What I thought would be pretty straightforward (printing a preselection of images from Lightroom) has turned into weeks of complication and frustration.
If you have any more advice to spare, I would be delighted to read it!
Thanks again.