Going back on thread, there are differences in RAW file extensions that should probably be considered when saving. Leica, Pentax/Ricoh, Samsung have the ability to save as DNG files natively. Other manufactures use proprietary extensions like Canon's-CR3, Fuji-RAF and Nikon''s-NEF. The primary difference between them seems to be the structure and file compression algorithms. Something that's been discussed here on TPF in the past, and I've yet to understand fully, is what proprietary "adjustments" each camera sneaks into a RAW file. Lastly, I'm not sure it's as much a problem now as it used to be but DNG is a standardized open source file structure recognized by 3rd party editors, whereas there might still be a few conflicts out there with proprietary extensions. Adobe recommends converting other extensions to DNG.
I prefer DNG, for it's unlimited Metadata storage and other options. The standardized open source structure, and checksum verification tool means less chance of corruption from 3rd party software. Another difference is that a DNG embeds the camera preview JPEG, but also allows a rendered version with adjustments to be embedded in addition. It would be interesting to hear others experiences with camera specific extensions.
With JPEGs the problem that occurs, is differences in display calibration and in the absence of a specific embedded ICC profile it defaults to the sRGB profile for the device. For most social media postings this works close enough. Where it becomes a problem is when you send it to a lab for printing. Most labs (for an upcharge) offer color correction. I've had limited success with that, but on critical work prefer to soft proof my images with the ICC profile downloaded from the lab for the specific product.