new pentax dslr

The Pentax software aplies the same process as the camera does to JPG, so they soften it a bit. Most of the time that's alright, surely for small prints.

Honestly, it doesn't make any sense to me either. "Uncompressed" should be the same whatever way you record it, right? DP review compares "Pentax PhotoLab (PEF)" with "ACR (DNG)". From this description I am not sure if they first took pics using RAW PEF setting in the camera and converted them to TIFF in PPL and then compared them to RAW DNG converted by ACR (that's the way I understand them) or took them all at the same setting in the camera and then processed with PPL and ACR for comparison.
As to the default 25% sharpening in ACR (I am using Photosho Elements 6.0), for some reason I get the impression that it doesn't do as good a job as either unsharpening mask or sharpness adjustment once the picture is open so I personally turn it off anyway. Not sure about the reviewer in DPR. Should we forward all this discussion to them?

No RAW is compressed its just lossless to the highest degree.
The camera doesn't compress DNG as much as PEF so the files are twice as big but the amount information in them is the same. you can see it when zipping a file the amount of data stays the same but you can compress it to a high degree but takes more time or a small degree that goes much faster.

With the DP review the program makes the difference not the file, its like comparing Photoshop with Gimp.

If you read the article you see this link.
So nothing to do with the camera, only the way the software handels the file.

The sharpening is very differend, the sharpning you aplied with a raw converter isn't fixed and can be adjusted without any lost, just like the white balance.

Read this for some more understanding of the RAW files link

Sharpening is not fixed - and I just put it at 0% It's just my personal visual impression that I get better results applying it in Photoshop itself.

Now THIS is the full quote:
"RAW conversion
As is normal in our digital SLR reviews I like to compare the supplied RAW conversion software and some third party RAW converter. The output from Photo Browser and Laboratory is identical which means they both use the same conversion engine, so we only need to include Photo Laboratory here along with Adobe Camera RAW 4.5.

JPEG - Large/Fine, Default settings
PPL- Pentax Photo Laboratory 3.5 (PEF)
ACR - Adobe Camera RAW 4.5 (DNG) "

So to me it looks that in order to test Pentax PhotoLab they recorded as PEF format, and for Adobe - as DNG IN THE CAMERA. The only thing they felt was redundant was the comparison between two Pentax software products - the Browser and the Lab.