I recently bough Nikon D3500 and I shoot in jpg+raw mode. In the history of taken photos, however, there's only one copy of each photo, rather than two. Similarly, when I import the photos to edit them, I find only jpg formats. So, how to access and transfer the raw data?
The camera's built-in playback mode knows to just show you JPEG files when reviewing when a RAW also exists — there'd be no point in separately showing the RAW preview (whih will be identical).
Then, you say imported photo on my phone. You note that you're transferring via the Snapbridge app. Unfortunately, these apps are made for quick social media sharing — they solve the problem of "I took a nice picture with my real camera, and now I have to take a snapshot with my phone in order to immediately share this with my friends/family". They generally don't transfer RAW files, and often transfer smaller or recompressed JPEGs. (Depending on the camera and app, that may be an option.)
This is largely because RAW files tend to be much bigger than JPEGs, so it would be slow, but it's also matter of target market and use case. (The few RAW-processing apps for phones are targeted at processing your phone's photographs.)
So, your only option is to transfer via cable (or, remove the card and put in a reader, which is often faster and less fiddly).
What camera mode? There are several of the auto "Scene" modes where raw recording is not possible. That is my guess. See page 48 of the D3500 Reference Manual, free at https://downloadcenter.nikonimglib.com/en/products/471/D3500.html