If you've ever used iView or Extensis Portfolio, or countless other non-Adobe programs, you will have learnt long ago that Photoshop's Maximize Compatibility dialog box did what it said on the tin - it maximised the PSD or TIF file's compatibility with other programs. Or rather, what you would probably have learnt is that if you unticked this setting, you would be saving disc space at the cost of making other programs struggle to display the PSD or TIF file. Short term gain, long term pain?
This is as true of Lightroom as it is of third party programs - after all, Adobe engineers have far better things to do than cater for self-inflicted pain. The remedy is to resave those files compatibly - see Laura Shoe's post for an efficient way to do this.