I was unable to create LSMW via batch recording for Profit Center creation. So, I ended up creating LSMW via BAPI instead. To do that, I will need to configure IDoc Inbound Processing. IDoc settings are not cross-client. These settings must be configured in each client and for each project where the IDocs are to be used.
References:
https://saptribalknowledge.wordpress.com/2011/07/16/configuring-idoc-processing-for-your-lsmw-project/
SAP Diary of a SAP FICO Consultant 
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