JPEG images are processed by the camera, RAW are unprocessed. Every photo software opens the file with their own starting point. Thus, Lightroom RAW can look different than DXO RAW can look different than ON-1 RAW, and so on.
The whole idea of RAW is to have a file that is unprocessed, with all of the data, making it more malleable than a jpeg file. It's up to you to make it look how you want.
A jpeg image is the manufacturer's engineers' opinion of how your image should look. They program the processing engine to create a 'final' image, which includes color, contrast, sharpness, brightness, etc.
When I take my photos in RAW+JPG format, there's a huge color difference between the RAW and JPG formats. I noticed this problem when I imported the RAW format photos into Lightroom. What's causing this? I'm leaving the sample photos in the link.
jpg print
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raw photo import lightroom
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