With RAW you capture all the digital information related to the scene. If the camera is saving to jpg it’ll compress the image and apply its own adjustments to the image thus losing data. The jpg will have less information in the image for you to do any further adjustments you might want to apply. Shooting in RAW will give you more flexibility for things like adjusting the exposure etc…
Setup your camera to shoot RAW and Fine (jpg) and see the difference.