Hello,
I too have this problem and this is the best workaround I could figure out.
1. Put ‘Black Video’ into a Premiere sequence and then ‘Replace with after effects sequence
2. When in AE, import the DNG files and place into the premiere linked sequence (I convert them to proxies because my computer isn’t very fast)
3. Go back and edit the linked sequence in Premiere. And best of all, if you need to edit the raw files, open them in Camera raw, synchronize every DNG image in a shot, save them and they should then link through to AE (after you reload the file) which in turn links through to Premiere.
Bit of a fiddle but at least it’s non destructive. Hope it makes sense?
Owain