The RAW file contains the original data from the sensor.
The jpeg is the same raw data processed to make the jpeg.
The processing done in the camera may make adjustments to make the exposure
look better in the jpeg as well as sharpen the image, etc.
However some of the original data is thrown away.

You can make the same adjustments in ufraw and may well get a better image
or do other things to extract detail in shadows or highlights which has
already been lost in the jpeg.

Your image was simply underexposed.

Your RAW's record only what happened.  Your JPG's were corrected in
camera.  Underexposure (within reason [ 1 - 2  stops] ) is easilly
corrected, if less than optimal.  Overexposure, depending on the amount
of highlights and degree of "whiteburn" you may get upwards of a stop
(very scene dependant) correctability.

Get real cosy with metering technique for your camera.  Reflective
metering (TTL metering) is a liar!  (Exception: those Nikons and Fuji's
that use F5 style RGB metering are more reliable.  This includes the D70
for example and even the D40 albeit at only 420 metering pixels).

Use the histogram.  Fill it to the right (open up) without creating
"spikes" on the right and you're using the camera dynamic range to its
fullest.  If that turns out to be an overexposure (eg no white or
highlights in the scene) then you have lossless exposure correction
available.

Cheers,
Alan

This is characteristic of most dSLRs.
Because of the very limited tolerance of the imaging sensor for
over-exposure dSLRs actually underexpose a bit to try to preserve highlight
detail.
Many people became aware of this when the Nikon D70 came on the scene and
users began to wrestle with raw images.
Cameras with the same sensor, for example the Sony Alpha and the Nikon
D80/200, produce essentially identical raw images but differ greatly in the
quality and sophistication of their in-camera jpeg processing algorithms.
Hence reviewers will rate one camera higher than the other, in this instance
the Nikons are generally rated superior because of the quality of in-camera
jpeg processing.
Depending on the default settings in your raw converter your image may open
with the relatively underexposed appearance you describe or may open with
some corrections applied to try to optimize the image.
My impression is that the preferences some people have for one raw converter
over the other is simply due to their satisfaction with how the converter
initially opens the image and not necessarily issues like the specific
controls available (they really do not differ that much from one converter
to the other, except for the Nikon NX converter) or workflow.

Your image was simply underexposed.

Your RAW's record only what happened.  Your JPG's were corrected in
camera.  Underexposure (within reason [ 1 - 2  stops] ) is easilly
corrected, if less than optimal.  Overexposure, depending on the
amount of highlights and degree of "whiteburn" you may get upwards of
a stop (very scene dependant) correctability.

Get real cosy with metering technique for your camera.  Reflective
metering (TTL metering) is a liar!  (Exception: those Nikons and
Fuji's that use F5 style RGB metering are more reliable.  This
includes the D70 for example and even the D40 albeit at only 420
metering pixels).

Use the histogram.  Fill it to the right (open up) without creating
"spikes" on the right and you're using the camera dynamic range to its
fullest.  If that turns out to be an overexposure (eg no white or
highlights in the scene) then you have lossless exposure correction
available.

Cheers,
Alan

--
-- r.p.e.35mm user resource: http://www.aliasimages.com/rpe35mmur.htm
--        r.p.d.slr-systems: http://www.aliasimages.com/rpdslrsysur.htm
--      [SI] gallery & rulz: http://www.pbase.com/shootin
--                   e-meil: Remove FreeLunch.