The DNG file exported by DxO is a linear DNG, meaning that it has been demosaiced (by DxO, if created in DxO) and any corrections applied in DxO have been burned into the demosiaced file. It is no longer a true "raw" file. This way, if you use a primarily Lightroom-centric workflow but want to use DxO first (to apply lens corrections, or PRIME noise reduction) you can use DxO specifically for these tasks and preserve the results in a form that is useable by Lightroom (the linear DNG).
There is no reason that DxO would need to read in the linear DNG - if you wanted to re-edit or continue to edit the file in DxO, you would simply want to work in DxO on the original raw file. This is the way DxO has always been.
As far as the current problem with integration in the recent update of LR ("Classic") it sounds like something has changed on the Adobe side of things that has broken the traditional pipeline between DxO and LR. My guess is it will be addressed in an update.
kirk