There is an answer (mentioned by DxO in the release notes for PL9.6, but not linked to):
Why does DxO PhotoLab now export DNG files with only technical corrections? – Help center
Some things to note: if PhotoLab isn’t behaving as described in this FAQ article, then a bug report needs to be submitted to DxO via support.dxo.com. Also, there have been many complaints about DxO-generated linear DNG exported images not rendering correctly in other software. The color space concern mentioned in the article might be one reason for that. (I’m speculating.)