Weirdly, the screenshot didn't show the difference between the JPG and DNG. On my screen it looks more vivid compared to DNG. The DNG photo is a bit pale.
My main screen is DCI-P3 calibrated. However, the screenshot is taken on a cheap HP monitor which has no comments on color accuracy.
Maybe it's windows' fault? I should convert DNG to JPG with no additional processing in order to compair them.