Because some will choose the exposure and decide when to underexpose and push for you, eg fuji DR feature. You choose your intended EV for the image and it chooses whether to underexpose and push based on the dynamic range of the scene.
>You lose almost half your total DR when you shoot JPEG
No because the camera is applying a tone curve that compresses that DR when producing the JPEG. You lose precision, not DR, but if you don't intend to process the image further it doesn't matter much.
Furthermore, JPEG supports ~8 stops of dynamic range while my X-Pro3's raw files support ~14 stops. You lose almost half your total DR when you shoot JPEG (with that camera).