I actually asked Sony Support about that. Their reply: "We can confirm that with Lossless compressed RAW there is a minimal quality loss. To have no impact on image quality I suggest using Uncompressed RAW files." Lossless isn't what it used to be.
Their first reply was "we have passed your question to a higher technical team", then they came back four days later with the above reply. I was enquiring about the A7R mark V, which introduced the much needed "lossless" option. I think I asked because I wondered why they kept the uncompressed option and because experts warned that Sony did that before with "lossless" formats.