It's been a long time since I've bought a new camera, but I'm amazed that this would not be the case. My 2008-vintage Pentax K200D has the option to save JPEG and associated RAW images with every shot, as well as (IIRC) a button that could be configured to just do it when you're planning on having the need. Pentax has some great features for the price, but this was far from a fancy DSLR at the time.