Well of course RAW files don't have a full color profile until they are rendered into something like RGB, and then depending on the gamma, white point, and chromaticities used you have an RGB color space which could be AdobeRGB, BruceRGB, or ProPhoto etc.
The previews in DNG files are assumed to be sRGB and that is what PM is showing. But if you use color management in PM (which is recommended) then the previews should pretty much match what you see in LR (for colors within the sRGB gamut). I doubt your monitor is capable of displaying the full gamut of ProPhoto RGB (some are calibrated for the "smaller" AdobeRGB gamut) so what you are seeing in LR is already clipped.
--dennis