JPEGs are processed in camera with corrections already taken place, notice how the vignetting is only there for the RAW file. Lightroom has lens correction profiles built in for heaps of equipment, so it will apply those as you import the RAW files.
Cameras always have funky presets for their JPEG files, and while they're all right for most uses, you definitely don't want any of that when taking pictures of the sky. RAW files don't really inherently look better, it's just the JPEG export presets ruining the JPEG, making the RAW file look 'better' than the JPEG in that particular shot.
Anyway, I like to shoot RAW because I have more leeway in bringing back images from doom, because I'm a dumb dumb and always have better things to do than to chimp after every shot making sure it's perfect. Also, since I use m43 I need the extra headroom because their low light capabilities aren't as good as their bigger sensor brothers.
Perhaps one of the biggest advantages is that you don't need to worry about white balance at all, it can all be done in post, which is extra useful in low light where cameras tend to be derpy.