Three reasons for size difference between CR2 and DNG.
1. The DNG compression is different. Still lossless, but different and slightly more "efficient". So a small difference is due to DNG compression.
2. Embedded jpeg. Depending on your camera model, the size of the embedded jpeg in the CR2 might be full, medium, or small. And the compression of that jpeg is different than the compression by DNG. My Canon 5D2 embeds a full size, low compression jpeg in the CR2.
I tell the DNG converter to embed no jpeg. In spite of that, the DNG converter still embeds a very small jpeg, but that can account for about 10mb of file size difference. If your CR2 has a full size jpeg and you told DNG to embed a medium size jpeg, I'd bet that accounts for most of the 5mb difference your are seeing.
3. The DNG converter passes the EXIF pretty much as is. However, you can also do the DNG conversion with Photoshop. If you do that, the images pass through ACR and in passing the the default Camera Raw settings get added to EXIF. That only adds about 5k.
That last difference was a mystery I discovered in a recent debate in the Adobe forums. I and others discovered that doing the DNG conversion via Photoshop/ACR was considerably faster that the DNG converter. The reason, we learned, was that Photoshop/ACR operates in 64bit mode while the DNG converter is still a 32 bit app. The 5K size difference was a mystery within that mystery, but you can see it by looking at the EXIF in Bridge for the two different methods.