Simple answer is no - they are not the same so they shouldn't look the same! (Although the differences are, more often than not, subtle. I'm not here to resurrect the ever running argument RAW or JPG - just stating the facts)
JPEGs always end up as 8 bit images whereas RAW files can be 12, 14 or 16 bit images with more colour/image data. Then it does depend upon profiles but the reality, when you save as JPG in LR, you're sacrificing the extra data.
Now, it's a moot point whether there is a great benefit as the internet generally only 'sees' 8 bit colour. If you're going for professionally profiled printing, RAW (ending up as a TIFF for example) there will be a difference.