In Lightroom Classic, there used to be an option to only import RAW files and use Jpegs only as smart previews, if I recall correctly. It is kind of confusing that this feature is missing from Lightroom CC. You have to import everything from a card or a camera, or you would have to manually select raw files only in the "review for import" window.
I am aware of the workaround where you filter out jpegs in the regular finder/explorer import dialogue window, but this only works with memory cards. If you connect the camera directly to your PC, it doesn't support multi-select through the explorer dialogue, so the user is out of luck. The only way then is to first copy all the RAW files to local storage and then import them into Lightroom, which is an incredible hassle for something that should honestly be an absolutely normal function of the software out of the box. If there were at least some sorting options in the review for import dialogue, the user could at least sort the files by type and then mass-select the RAW files.