DxO’s WGCS is their own ‘spawn’ (for additional input …), but not a widely used color space. Returning to PL with such an intermediate Tiff file doesn’t (shouldn’t) cause any problem as long you don’t use it “outside” PL ( → add a descriptive suffix as a reminder).
Otherwise you might want to use Rec. 2020 or ProPhoto instead, while AdobeRGB does not fully cover P3, but is suitable for printing.
[ note – those paper profiles (2nd graph) reflect the color range of my paper & printer ]
Having Soft Proofing with sRGB IEC61966-2.1 permanently enabled can be a “solution” for sRGB users (screen, output…) and make their lives “easier”. Also, they could use the legacy color space, as long DxO will support it, and don’t mind a couple of disadvantages (has been discussed somewhere – just don’t remember in detail).
But the sRGB/Legacy color space isn’t for everyone. You may want to take advantage of the larger color space (like your P3 capable screen) or print (which is what I do) and see in advance …
The real problem for sRGB users is that they can’t “see better” and therefore have difficulty following what’s happening when using DxO WGCS as their internal color space.
Monitor & destination gamut warnings are helpful tools, but they cannot replace the impression you get when you are on a wider gamut screen and switching between the (VC) versions.