I’m confused by something in the original post:
Usually preventing a blown-out sky requires a negative exposure compensation. And in that case it’s normal that:
- the jpeg appears darker (that’s what you asked for, after all);
- and you need to add that exposure back in darktable (or let darktable do it for you…).
Add to that that you are using a Sony camera. In my experience, Sony raws (from older models at least) require at least 1EV extra exposure to get near the brightness of the camera jpeg (for the midtones, which is what the exposure module is mostly concerned with). And that is without using any of the enhanced dynamic range settings.
Before adding (to) a feature request about this, perhaps read the existing threads about the subject, e.g. here and here.