Does it show this way in print, or is it only darker on-screen? I have seen similar situations with bitmaps doing all kinds of odd color transformations. Unless the jpeg is somehow being copied out (exported), then copied back in (imported), it should be being rendered with the same onscreen palete that the rest of the image is using.
If the source of the jpg is coming from an outside source, when you are pasting, you may somehow be re-importing the image, and changing the way it is rendered. Also, if you are opening the original jpg, as opposed to importing it, you may be working within the confines of the images color palette.
Check your onscreen display and import/export options by going to Tools > Color Management. It seems a bit simplistic at first, but there are some pretty complex capabilities within this color manager.
Within PhotoPaint, you can get a better break down of the number of colors, the palette being used, and more specifics about the use of the colors and bit counts.
Sorry, I am not familiar with the RAL color palette, and until you asked, I have never looked at one before. No idea where to download one from. You might check with your color supplier.