Tony Jay’s advice on RAW and DNG is sound enough: Don’t convert if you are not sure. And yes, you can convert later.
But I’m not sure you’re not sure about converting. It seems like you’re just asking if you should also imbed the RAW file when you DO convert.
I think the answer lies in your reason for converting. Or even further back - in the reason for DNG in the first place.
DNG arose out of Adobe’s realisation that proprietary (RAW) picture file formats could be a threat to the future of our images, the way that many word processor, spreadsheet and other proprietary data formats have gone the way of the Dodo as formats have been abandoned, manufacturers gone bust etc. We have all been left with dead files unless we have waged a constant war against redundancy.
I have cartainly had my share of that, so I had no hesitation taking up the option to “Copy as DNG” when importing RAW files, whatever camera they come from. And since 1) I know that I do not lose any information by doing so, and 2) I believe that DNG is a format that will remain readable AT LEAST as long as the original RAW file, I choose NOT to embed the RAW file.
The only reasons I can see to imbed the RAW file is 1) if you think that you lose something by converting and/or 2) you don’t trust the DNG format to stay the course.
I’m not telling you what to think, but if you think that, then you probably shouldn't convert to DNG. Conversely, if you DON’T think that, then there is no reason to imbed the RAW file.
Doing so is a "belt and suspenders" approach that just wastes space. Converting to DNG will save you about 20% disk space compared to RAW (because DNG is losslessly compressed which RAW isn’t always). On the other hand, if you embed the RAW file, you end up with files about 180% the size of the original.