I shoot Canon. Raw + JPG. I import "Copy as DNG"
I had a shoot yesterday and when I imported (CF inserted in external card reader) all the files initially showed as .CR2s. Upon import, some of the files were imported as jpg and not DNG. I have never had this problem before. My preferences are set up with "Treat JPEG files next to raw files as separate photos" unchecked.
Are you able to replicate this issue in a new import batch? Create a new collection and import the same set of images into it and see if it exports as you'd expect.