This is one of the key points of editing JPEGs. Your middle and final images #2 & #3 show these issues clearly, even as a thumbnail embed. Hopefully, all those that don't (refuse to?) understand will look at this image and begin to understand the potential issues of a JPEG-only approach.

I emphasize potential as you have to be shooting & editing these shots to encounter this banding issue / limitation of 8-bit color editing. The less you need to push the 8-bit file, the less risk of color banding in the results.

In a 3-image post, 66% exhibit color banding. That's a pretty poor 'success' rate.

Delderby, thank you for stopping by and for your interesting comments. You are absolutely right, it has been my fault to post images with an old camera when I was supposed to do a better research of new cameras first. I apologize.
Sunsets, like any other subjects in photography are usually enhanced and the enhancement as a rule is done to colors. With JPEG files colors are pretty accurate if the camera was set up right. With my Olympus I just set it to Sunset and the JPEGs of sunrises or sunsets are spectacular and I do not have to edit anything. Using my Nikons I cannot do the same but again, mine are old cameras.

I shot the sunsets for illustration for a couple of reasons, first because sunsets are a favorite and also because of the tendency of JPEG to show banding in the sky. Let me repeat it again, I have acted as a fool using old cameras, the new ones I bet have a different approach to JPEG judging from what I know.
If a dark sky is not shot the JPEG does a great job with the image. Polarizers darken skies, I do not use them often with that purpose but they could bring up the same banding as those I see with my camera at sunset.

As I said, if critical work is to be shot RAW is the way to go.

I can run the entire batch of RAW photos through the camera RAW editor and have as shot JPG ready for delivery in an hour. And have latitude to correct many errors if needed. But in the case of delivered products like this, I shoot RAW + JPG and check and deliver JPGs. I frequently shoot events where the customer wants quick delivery of preview images, such as to run a slideshow during awards presentations. There are usually a couple of shots that warrant special treatment where I want the RAW.

Some news organizations require SOOC JPG. I prefer to shoot RAW + JPG in this case as well, because the RAW is better proof of ownership and origin.

It has been obvious for some time that the whole raw vs. JPEG discussion here has been a worthless waste of time. But in the last week or so, the plethora of discussions that have been opened have caused me to look at the conversation(s) in some detail to see if I could come to any determination around why this might be. While I will make no claim to having ultimately solved the mystery, I have learned some things that have helped me understand a little bit about what is generating all the friction. I'll not share all of it, because I've also learned that just about no one cares what the truth really is, but I will share one tidbit that was very enlightening to me. If it's also enlightening to you, that's great, and if not, then that's just one more line of information in my research data.

The cameras that I currently shoot (2 primary models, 7 altogether, all from the same manufacturer) all use two different parameters to determine how JPEG images are stored...image resolution and degree of compression. There is some difference in the details among the models, but the two most current models work identically, so we will talk about them. Each allows capturing JPEGS along a scale of resolution ranging from 1/4 (1/16 the total pixels) to full sensor resolution. Separately, they allow choices of compression ranging from none (a relatively new option) to 40 or more. This means that the exact same image can be captured to a file size ranging from a size roughly the same in MB as the sensor's resolution in MP all the way down to a file approximately 1/20 that size, based on both the choice of resolution and compression. And I can decide whether the difference is caused by reducing the resolution or increasing the compression.

In one of these other discussions, I was quite surprised to learn that the OP's camera offered three choices for JPEG files..."High," "Medium," and "Low." His camera is of approximately the same vintage as one of mine, and its sensor resolution is just slightly less. But the maximum JPEG file size saved (using "High") is about half the size of the file that would be saved by my camera if set to the highest capability...about half the size in MB compared to the sensor size in MP. This means that my camera makes options available to me that his camera does not offer to him. Suggestions I might make based on what I do every day are not applicable to him, because his camera does not offer the same option to him.

Please note...I am not saying that my camera is better than his. That's not the point. The point is that it is very difficult to have intelligent discussions about subjects of significance when there are subtle differences that we are not even aware of in the way different equipment implements different functionality. I have no idea if the manual of the camera in question explains and discusses the details of JPEG capture. I'm sure that those of you who capture only in raw care very little about this. But it's a problem if you made your decision based partially or totally on having incomplete or inaccurate information to drive your decision. I'm also not saying that I have a solution for this problem (or others where decisions have been driven by incomplete or wrong information). But it does need a solution.

Delderby, thank you for stopping by and for your interesting comments. You are absolutely right, it has been my fault to post images with an old camera when I was supposed to do a better research of new cameras first. I apologize.
Sunsets, like any other subjects in photography are usually enhanced and the enhancement as a rule is done to colors. With JPEG files colors are pretty accurate if the camera was set up right. With my Olympus I just set it to Sunset and the JPEGs of sunrises or sunsets are spectacular and I do not have to edit anything. Using my Nikons I cannot do the same but again, mine are old cameras.

I shot the sunsets for illustration for a couple of reasons, first because sunsets are a favorite and also because of the tendency of JPEG to show banding in the sky. Let me repeat it again, I have acted as a fool using old cameras, the new ones I bet have a different approach to JPEG judging from what I know.
If a dark sky is not shot the JPEG does a great job with the image. Polarizers darken skies, I do not use them often with that purpose but they could bring up the same banding as those I see with my camera at sunset.

As I said, if critical work is to be shot RAW is the way to go.

Lately we have seen plenty of arguments on using RAW data against JPEG files. Many photographers prefer to shoot everything as RAW and there is no argument that the RAW data records more information. Careful and skillful editing needs to be done with RAW to bring back the original information we saw when we pressed the shutter.

A disadvantage to JPEG is that we are working with a lossy file. JPEGs have only 8 bits of information and it is very easy in post to create artifacts, change of colors and banding if the file is manipulated. The best thing that could happen to a JPEG is to leave it as it came out of the camera.
Although dynamic range is said to be better with RAW I have been able to work satisfactorily with it with JPEG files. Let’s remember the slide film dynamic range was only 5 stops and instead photographers were able to handle it. We are a little bit spoiled by digital.

Although RAW records more colors than a JPEG file we cannot see those colors; we cannot see all the colors of a JPEG either. Working with the 16 bits of a RAW data gives us flexibility against subtle changes in colors and artifacts. Banding is common with JPEG files during color manipulation and I had them in the skies of my sunsets. These files are not modern JPEG files. Modern JPEG files are of excellent quality compared to those of the 90’s and something tells me the quality will continue to improve. Get your act together setting the camera and the JPEG output should be the best it could be.
Do not work with Adobe RGB if using RAW but instead set the camera for the sRGB color space, the universal color better set for JPEGs. These files save time when it comes to editing and do not forget, the less manipulation of a JPEG the better. The smaller files also make for more images to store in the SD card.

Saving the JPEG file in my experience loses some sharpness, nothing spectacular but it is there. If that also happens with RAW when saved to a JPEG I have not noticed. I save my RAWS as a 16 bit TIFF which are big files but very flexible for future editing.
While we can change at will the WB with RAW the results of changing WB with JPEG are not always satisfactory. I keep sharpness and contrast at low settings in camera. If not overdone in post sharpness and contrast keep artifacts under control. I am no expert, these have been my observations using JPEG files with my camera which is 10 years old, not modern JPEGs by any means.

These are the JPEG images I made of the sunset around my neighborhood yesterday. I kept manipulation in post to a minimum and even so I got some banding in the skies. I used Sunlight as my WB, about 5300 degrees Kelvin.
I did not open the shadows in any of them because I prefer a dark foreground with my sunsets and opening the shadows can bring artifacts and noise. I used spot metering from a middle tonality in the sky and I followed the meter recommendations. All images handheld varying ISO between 400 and 1200. When necessary I used Topaz Denoise to control noise in the darker areas.

So, these are JPEG images from a 10 years old Nikon camera, the D610 with a Nikon 28-105 f3.5-4.5 AF-D. My JPEGs from my Olympus cameras using Super Fine compression are much better in quality; your experience with JPEGs could be different to mine.
A last thought, for serious work use RAW data, it records more information and it is more flexible in post. If using JPEG keep editing to a minimum or better yet, get everything right in camera and leave the file alone in post. If you are skillful with your editing RAW is the better alternative.