you can also run zip compression on DPX fil;es its not the fancy wavelet PIZ but still pretty good.
but yes usually 709 inside a EXR is “fine” , its just not “16bit” 
its at least better than puttin log in therebut you still have like roughly only 10bit of precision 
but thats usually enough anyhow. whats wrong with ProRes4444XQ if you want to save space? way enough quality for most things.
Getting Linear/709 EXRs is easy on Baselight but requires some manual setup from resolve so thats might be the difference? on baselight (I believe) you wouls just use the “linear” DRT while most people on resolve dont use colormanagement at all. at least in my experience. Wondering if that still bakes in some kind of tonemapping so that it looks the same in flame as we dont have all the fancy T-Cam DRTs? hmm