Muessig, OP talks about DNG, so it HAS to be Nokia Camera.
CernT: I do confirm the DNG don't have GPS data, and it's a bug. We already have reported this to Juha Alakarhu (we=bunch of motivated mobile photographers ^_^), head of Nokia Imaging. He reckoned the bug and promised to fix it.
There's another bug in the DNG exif data, by the way. Copyright field is pre-filled (C) 2012 Copyright Nokia Corporation.
A bit annoying as one has to edit that field everytime. As for the GPS data, you can always import the JPG geotags into your final JPG (after RAW processing)