Thank you very much for your response.
I was checking LR where you said to double-check: "Right-click the Smugmug publishing service in the left-hand column of the Library, select Edit Settings, and in the Metadata section verify that you have Include: All Metadata set." In there I found something I almost swear was not there or else I would have previously tried it: "Write Keywords as Lightroom Hierarchy". I had seen that (and tried it) in the regular export dialog boxes, but didn't think that was in the SmugMug plugin. I feel dumb because once I checked this box and republished a picture, all the keywords published to SmugMug as I would have expected.
Again, I would have tried this had I seen it. Thanks again for you help and quick response.