dpreview's evaluation of highlight headroom is based on the JPEG tonal curve applied by the camera (even when shooting raw), which is used by the camera in combination with white-balance to depict post-gama clipping on the LCD. The LCD clipping indication is usually over-aggressive, the degree of which is determined by the specific picture style selected (tonal curve) as well as the white-balance.
This is not as bad as it sounds. Even when you start off with RAW, eventually, you have to convert to the view print format. The defacto format seems to be JPG, so at some point you will be dealing with whether data clips in the image as you want to render it (your chosen contrast, saturation, etc.). As backwards as it may seem to some, though I shoot RAW, I like to make sure I'm using the final intended tone curve in-camera so that I know whether I'm starting to clip (or block). Yes, I can use the RAW to mitigate this later, then reapply the tone curve before final conversion, but developing a sense of how much headroom I actually have when I evaluate the histogram in the field is, for my work at least, not such a bad thing.
This is where someone chimes in about UniWB as the only way to truly do this, but showing my client her green skin tones during a headshot session isn't terribly practical for me.