DNG photos taken with Lightroom camera always show overexposure

This started happening around the time iPhone X or iPhone Xs was introduce, when the camera sensor became larger.  I asked a developer why this happens, and his answer was that Lightroom's in-app camera is simply asking the device for a raw image.  What the sensor provides the LR app has a lot more raw image data than previous devices, and this requires image processing to get to the similar appearance as a processed JPG.  The reason the LR Camera Viewfinder does not look as overexposed is that Apple designed the video feed in the viewfinder to be heavily processed and appear more like JPG.

In short, you are correct that using exposure compensation in the LR camera, or manually editing exposure for each image later is often necessary.  I find that the LR Camera HDR mode makes images that require less exposure adjustment later.  I hope this info helps you!