As far as i understand the working of DLNA, EVERY medium, audio video etc. is somehow processed.Finally, while JPEG images get oriented correctly when viewed from USB, they don't when streamed through dlna.
As far as it goes for JPEG files, i think they are somehow altered by the DLNA server, maybe its just the EXIF infos (needed for orientation) witch get stripped.
Or they are completely processed, witch in my opinios would make more sense because of different dimensions and filesizes.
Easiest way would be to ask the developers of your DLNA server.