I'm of two minds about posting to this thread. The OP has a legitimate question and problem. Most of that is due to the onboard flash I expect, I don't know many people using any brand that would unequivocally recommend using that versus an external unit on the hotshoe or off camera. That'll make a 110% difference.
I really do think it comes down to the differing mindsets of photographers. I learned photography with film and can generally figure out exposure and aperture without metering, and I am completely content to use my K10/K20 on full manual mode with and without a flash. I expect that for any decent picture, just as it would have been in the darkroom, it will take some work to maximize the quality of the final image. Postprocessing is a must for anyone who takes photography seriously, doesn't matter what brand you use. That's one mindset.
The other is that a DSLR, for whatever price, should not only take a perfect picture every time, it should also make your breakfast and do the dishes afterward for you as well, and all in an instant. Not trying to be an elitist, it's just that for some folks (as demonstrated in the *other* flogged to death thread), a dslr just isn't an appropriate tool for what they are after. It's like trying to use a ball peen, framing, rubber mallet etc. hammer when what you really need is a generic claw hammer that'll do for most generic things that need hammering.
And that's the main gist of my argument, the camera is just a tool, it is a digital recording device. It captures data
about light that can be manipulated afterwards by a competent user. To expect the camera's firmware and image processing engine to churn out perfect shots every time is just unreasonable considering the infinite number of subjects and lighting conditions they're built to encounter, nevermind the range of EV values in a particular scene that in many instances is greater than the capabilities of a sensor to record.
Pentax, and I commend them for it, take a conservative approach and try to interfere as little as possible when shooting RAW. Even default jpeg settings are pretty conservative. If there's a tendency to underexpose, then so be it, that's one of the characteristics of the particular digital capturing tool being used. There are easy ways to mitigate against that, and it only represents a particular design choice on the part of Pentax. It's just different. Part of what we each paid for in our cameras is the freedom to not have to be bound by that choice if we so desire. Indeed, even if you're under by a stop and choose to go with the recommended settings, the data is there unless it's off the left of the histogram.
I constantly refer friends to these 2 very helpful posts on luminous-landscape.com:
Understanding Histograms Expose Right
Bottom line, it takes practise. We're spoiled with digital, but somehow people managed to learn and take excellent pictures with fully manual cameras and no light meters for years. We'd all do well to step back a little and examine our expectations when using whatever brand of digital light capturing box.