Interesting. one of the sources that is widely cited is lclevy. He (she?) wrote that the NEF format includes a full-size lossy JPEG and that the CR2 includes a number of JPEGs. See
http://lclevy.free.fr/nef/ and
http://lclevy.free.fr/cr2/. that is rather puzzling given the comments by the tech representatives from Canon and Nikon.
what seems to be clear is that there is no high-quality full size embedded image.
I find I am handicapped by not understanding enough of the technical terminology in the documentation I have found.