JAMelle -
Sony does not store a full size embedded JPG in the raw ARW file.
You must convert your raw ARW in an appropriate converter and then do a Save As JPG to get a full-size JPG.
IMHO, this is rather a pain. But that's the workaround.
When shooting RAW + JPG with my Sony a7R, I still get the small JPGs in-camera. You have to set Quality to JPG only at size Large to get a full-size JPG in-camera.
Hope this helps.