In raw, they should not transfer, files are way to large and would fill up your phone quickly, also not sure what you would do with them on a phone, I guess LR for android would work, but IMO very limited capability. Video that can transfer, should be in your cache? again a full 4K video would take up way too much space on a phone, quickly in the 1 to 3 GB size depending on time of video. Cache has the smaller versions of the video and should still allow transfer.
I can only assume in raw/jpg mode the jpg is a sidecar to the main dng and thus is not seen by the DJIGO4 app for possible transfer.