This topic keeps coming back
Much could be said. Maybe the most helpful addition to the OP is a link to some measurements done by DPR:
Pentax K20D Review: 1. Introduction: Digital Photography Review
Go to page 21, section "D-Range mode" and consult the curve comparison for ISO100 vs. ISO200+DR. The difference in the highlights is clear. The difference in the shadows is less clear (it is -5.8 vs. -5.4 EV as seen from the table on page 20). So, the overall DR without DRange is 9.0 EV and with DRange 9.6 EV (1 EV gain in the highlights vs. 0.4 EV loss in the shadows).
Also note that you must compare ISO100 vs. ISO200+DR. Otherwise, your tests misleading as the first thing which DR does is changing the ISO...
All this applies to the K20D. I don't know anything about the K200D...
One last remark: In your tests, I don't see that you have enough DR in your subject. You must at least have ~10EV DR in the subject to start with.
And a clarification: JPEG does not store logarithmic values for captured luminance. They are linear digitized values in the range 0 ... 255, after applying the color spaces gamma correction (which is 2.2 for sRGB).