No Ai denoise or Ai super resolution in camera raw v.17 ...

What Erik means is not about the file format, it’s about how you are opening the raw file into Camera Raw.

To see the options you want, you must open the raw file in a way that preserves the raw data, like any one of these:

• File > Open, select raw file, Camera Raw opens. 
• Drag raw file from desktop and drop on Photoshop, Camera Raw opens.
• Select in Adobe Bridge and choose File > Open in Camera Raw. 
• Select in Adobe Lightroom Classic and choose Photo > Edit In > Open as Smart Object in Photoshop. 
• Select in Adobe Lightroom Classic and choose Photo > Edit In > Open as Smart Object Layers in Photoshop. 

If you are talking about a camera raw Smart Object already in Photoshop:

You will see all features if you edit the contents directly by double-clicking the Smart Object layer. Double-clicking is a shortcut for the command Layer > Smart Objects > Edit Contents.

You will not see all features if you choose Filter > Camera Raw Filter, because a filter doesn’t get into the raw data, only the results of the Smart Object.

So Erik is saying, if you are going through the Camera Raw Filter, that is not going to show you all the features.