When viewing EXIF data in ImageGlass, only Capture One indicates the presence of an ICC profile and color space; however, JPEGs exported from DxO are merely tagged with the sRGB color space.
Assuming you are talking about sRGB, you have answered your own question. Search this forum and you will find a number of discussions and workarounds regarding this issue. In my opinion DxO’s rationale for this behavior is idiosyncratic and silly. Even our smartphones are embedding actual ICC color profiles and not simply color tags.
Correct.
However, PL does embed an Adobe RGB profile if that is chosen.