Digital Photo Professional making copy of CR2 as jpg

The CR2 file is the camera "raw" sensor data. It is not created by DPP but by the camera, and DPP merely imports it. On my two Canon cameras, this is controlled in the "Image Quality" settings (1st choice of the first menu). You can have the camera produce RAW (several types), or JPEG (L, M, S...) or both. You can disable RAW by using the - setting.

Keeping the camera sensor data allows one to perform advanced post-processing of the image data, instead of relying on the camera JPEG creation settings.

There is a button at the bottom labeled raw/jpeg that looks like this:

Click on that and it will group the raw and jpegs together as single preview images and the label will show "R+J"... I highly suspect you just disabled this by accident.

Alternatively you could set/enable the filter option at the top of the panel to show only one of the file types.

And you could set the camera to only record one file type, or you could only copy/import one file type.