I’d have to check, but I’ve seen something similar (loss of metadata) when exporting processed RAW Nikon files from LR as JPEG images. In LR, I could only find limited options for saving metadata in exported images, and nothing that would fix the issue. Something new in LR?
One more thing to add:
If I create a DNG using using Adobe DNG converter, setting DNG Backward Version to 1.1 and linear & uncompressed (just like DxO’s DNG), I don’t lose the EXIF information. It seems to be something in the way the DNG is created by DxO.
I did some digging around and found out that the issue is with the DxO MakerNotes. I noticed that, while digging through the metadata using exiftool, that MakerNoteSafety is set to Safe. According to the DNG specification, this tag indicates that MakerNote metadata can be safely copied without worrying about adjusting byte offsets inside the MakerNote data. Lightroom believed that declaration and copied the MakerNotes metadata into the exported JPEG. Unless MakerNote is 100% at specification, then MakerNoteSafety should be set to Unsafe (or should be unset).
I tested this minor change to the DNG with exiftool and suddenly the EXIF data works correctly after the Lightroom JPEG export.