I think you heard wrong. If LR can work with your CR2, it can work with your CR2. In order to make a DNG, Adobe first has to work with the CR2, in order to make a DNG. Tautology defined. If Adobe can work with your CR2 to produce a DNG, it can work with your CR2, period. Cut the middle man and work with the CR2 directly.
The DNG can either contain, or not contain, the original CR2. If you are saving the CR2 in the DNG, why bother with the DNG? If you are NOT saving the CR2 in the DNG, are you saving it separately? If you are saving the CR2 separately, or saving it in the DNG, you are doubling your storage needs. Some people tout the 'permanence' of DNG as a virtue. Bull-puckey. If DNG Converter can open your raw file now, it will be able to open your raw file 20 years from now, when other programs can't. Convert you raw to DNG then.
Adobe's original hope was that all camera manufacturers would adopt the DNG as THE raw format for digital images. Had that happened, DNG would be ubiquitous. That did not happen. So, in order to keep itself relevant, Adobe has continued to add support for each new camera.
The only purpose DNG serves is so programs like LR5 can open your XXD files. Adobe will continue to add support for new cameras. Sometimes with updates, sometimes with new versions. As such, DNG serves no real purpose.