Pixels are pixels. RAW vs JPEG has ZERO to do with the pixel resolution of the image (Nil, Nada, Nothing, Zip). Of course, you need to capture to the file quality setting of the full resolution of the sensor. With that default / largest setting, the 6240 x 4160 pixels (26.1MP) are delivered into both the JPEG and / or RAW files.
The differences in the file types exhibit in three areas
visually, differences we see clearly in the 1:1 pixel level details of these two images. The differences:
1, Noise processing. Your RAW file conversion has far more noise. Consider your tools and technique and review this post on how you might better address the luminance noise of your image (the black specs of 'grain' in the details of the top image).
Basics of noise processingIn the case of these two examples, we see more in-camera NR (Noise Reduction) in the JPEG. The 'grain' isn't there (as much) in the JPEG, but also some of the other details have been smoothed out. The RAW photographer has the possibility to better remove the noise / grain from the background details while isolating and better retaining the details of the dragonfly subject.
2, Sharpening. Both examples have opportunities for a better application of sharpening. I don't shoot this Fuji model, but similar advanced bodies from Canon and Nikon now have more refined sharpening settings, covering both 'amount' and 'threshold'. Still, in-camera sharpening is global and default; where again, the RAW photographer has the possibility to better 'mask' the subject details and apply an image-specific sharpening amount to the image.
Basics of Lightroom Sharpening3, The third difference in RAW vs JPEG is less 'out of camera' visual, that difference being the bit-depth of the color data. As said initially,
pixels are pixels. But, supporting each of those 26.1 megapixels of this camera
in both file formats are the details of the color (the mix of Red, Green, Blue) that define the color tone of each pixel. The limits of 8-bit tend to be more obvious in large areas of the same color, especially the range of lighter / brighter blue of a sky as it moves gradually to darker shades of blue to purple. This pumpkin-colored dragon on a green background is less susceptible to issues of editing color of the JPEG.