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I think all RAW compression is supposedly lossless, otherwise the file is no longer RAW. But I could be wrong.
Looks like you are wrong.
There is the subtle difference of "visually lossless" and "mathematically lossless". Due to the computational effort required, early compression was visuall lossless only. Later on, advances in CPUs allowed manufacturers to include mathematicall lossless as well.
In fact RAW compression is so bad in D200 that its much better to shoot fine jpg than compressed RAW, at least with jpgs the highlight detail and color rendition is not compromised.
I didn't have the same experience with my D200.
The lossy RAW compression in modern DSLRs makes sense because sometimes when WB is too tricky its better to shoot that way than fine jpg, otherwise loss of anything in a compression is not a good idea.
Just in case: JPEG is only able to store in a lossy format. Lossless is not an option. In addition, JPEG is also exposed to the Gamma transformation which is loss as well.
It comes back to the processing after the shot, which has much more impact than any format and storage discussion. BTW, what is your postprocessing software for RAW and JPEG files. Which version of the respective software?
Some of the entry level DSLR compress RAW by default.
To be more precise:
Entry level cameras by Nikon are factory default on JPEG only.
If the user switches to RAW, lossy compression is not the default option, it is the only option. Lossless is not available.