HDR: why shoot raw?

Hi,

i always shoot raw.

But when doing HDR i tend to just convert my raws straight to jpg in Lightroom and work in Photomatix. I rarely enhance my raw files.

Photomatix states that its better to convert to jpg outside Photomatix. Their program doesnt do the best job in converting raw to jpg.

Since you shoot bracketed shots why i wonder if there is any need to shoot in RAw for HDR.

What do you think is your benefit in shooting RAW for HDR shots?

thanks
Bart