When I started using Lightroom CC last year, I was told that I should always import using the Convert to DNG option. However, today an Adobe tech support man said to use Copy instead. He said this would solve an issue with skin tones because I would then be using the camera's native colors. However, this did not work. My images tend to have a blue color cast. (I use fluorescent bulbs and set the camera to cool fluorescent.)
Tech support was incorrect. Dng files are identical to the raw files and are treated the same as the original raw files so you will never see a difference between an original raw file and a dng file converted from it. They are identically treated in Lightroom. There is no reason to do a convert to DNG upon import though except for the fact that dng files use more efficient (lossless) compression and are generally a bit smaller but with current hard drives I would recommend in general to stay with the original raw files.
Your remark about fluorescent and setting the camera to a certain white balance make me worry that the cool fluorescent setting of your camera is in no way similar to the actual color temperature of your light bulbs. Also, fluorescent bulbs often have very narrow spectral line widths and have metamerism issues where you do not get correct color rendering whatever you do. The only way to make this work is to use a grey card for white balance and to make camera profiles using a MacBeth color checker card: Jao's photo blog: Colorchecker passport mini review. With most other light sources you can get away with just a grey card white balance but with fluorescents you really have to generate a specific profile.
Using Copy did have this effect: when I use the eye dropper tool to correct the skin tones, the RGB numbers become equal. However, the skin tones become too yellow.
Whether you use copy or copy as DNG cannot have this effect. What camera profile are you using in the camera calibration section in Develop? Also, how are you calibrating your monitor? A bad monitor profile can cause too yellow images.