Among the several reasons I would prefer not going that route, is that PRIME noise reduction is only available for raw files. I always start with raw in DXO because it gives me the most flexibility.
Mark
Have you ever done ultra-wide photography or worked in low light without a tripod? 
Without reading the whole conversation I have voted for this request, as I also would like to see the embedded jpeg image.
The comparison shortcut is great and I use it a lot, but it is comparing with an already processed RAW and not what it looked like in-camera.
It would be great as extra option in the preferences.
Some remarks of me.
Nikon nef do contain a full size jpg but I’m not sure of other marks.
Comparing is for me to see what I have done, see the result of my edits. When I compare it with result of the Nikon, in-camera, raw converter, it’s more like I’m trying to copy that result. If that’s what wanted, just use the jpg from the camera or compare it with the picture shown in an external image browser. I do that too.
It could be a point for PL to show the history list and being able to see the result in another,former, stage of processing. And going back if you want.
George