Ricardo, I think what you're seeing (the default treatment of the DNG being underexposed, with a high contrast curve) may be partially due to ACR not yet having been updated with an actual profile for
P4P. So it's relying on a default or perhaps misreading the metadata of the
P4P DNGs, resulting in default settings that are off. The JPEG is not affected because its gamma curve is applied in camera -- ACR doesn't have to give it a gamma curve in order to display it.
Think of it this way. A DNG (raw) file is like a letter written in invisible ink. In order to read it, you have to apply a chemical to make the ink visible again. Depending on what chemical you apply, the ink might come out blue, or black. But this isn't a property of the ink -- it's a property of the chemical you're processing the letter with. In this analogy, ACR's default settings are the chemical you have to apply to the invisible ink letter in order to make it usable. But unlike in the letter example, you can change ACRs settings any way you want. To stretch the analogy further, a JPEG by comparison would be a letter written in regular ink, where the color of the ink (the gamma curve) is already fixed at the time the letter is written.
Until ACR is updated, you could tweak your default import settings for
P4P DNG files to set -100 contrast and +1 or +2 exposure for example to have a flatter, more properly exposed starting point like you're used to for your other cameras. Assuming the underlying data hasn't actually been affected at the time it was recorded by the camera, this is an bit of an annoyance, but ultimately shouldn't impact the ultimate quality of the final processed image.
One other thing I've noticed, since the latest update that fixed DLOG -- in DLOG mode now, DJI GO suggests an exposure that's 2EV lower than the exposure it suggests if you have NONE/DCINELIKE/TRUECOLOR selected. So, if you're shooting in auto/aperture/shutter priority modes, the camera may indeed be underexposing. If you're shooting in manual mode, for the same fixed exposure which DJI reports as 0EV if in most color modes, switching to DLOG will show as -2EV. This is presumably because DLOG is trying to underexpose the scene to preserve the highlights and then lifting the shadows. I don't know if this affects the histogram display in addition to the EV display, but it might.
So you may want to avoid DLOG when shooting pictures, even if shooting DNGs, in case it is misleading about the proper exposure.