There are many reasons why a JPEG image produced by a camera (or by manufacturer software) may differ from that produced by other software. Remember that a raw file is like a kitchen full of raw ingredients, while a JPEG is baked by a specific chef.
Start by reading this:
RawTherapee 5.4 uses a color matrix derived from dcraw for converting sensor values into the XYZ color space for the FUJIFILM X-T2. The JPEG image embedded in the raw file might use a different matrix (I haven’t checked).
RawTherapee 5.4 does not have a DCP input profile for the X-T2. The colors differ when using the dcraw matrix as compared to when using a DCP from Adobe:
A camera performs various adjustments to the image when creating the JPEG. These adjustments are aesthetic in nature - accuracy is not of primary concern. These adjustments can also contribute to differences between the out-of-camera/embedded JPEG and what you see in other software.
The camera may be working in a different color space than other software.
In addition to the rigid requirements imposed by various standards concerning developing a raw photo there are various gray areas where there is no one correct way of handling things. Such areas may be handled in one program (your camera’s firmware) in one way and in another program (RT/dt) in another way, and neither is incorrect. For example, how are ultra-saturated colors to be handled - clip, desaturate, or shift hue? How is the input profile’s LUT to behave when the required adjustments are too acute - is it to literally reproduce known points at the risk of sharp transitions, or should it be relaxed to ensure smooth transitions at the cost of altering the values of known points, and if so, how should those value be altered? Different solutions will lead to different results.