I dont use Lighroom in my workflow - Bridge and Photoshop do me - but making adjustments to a RAW image doesnt involve any loss of quality. It should improve it - after sharpening and noise reduction it should look much better. If and when you change the image format you may lose quality - JPEGs compression involves discarding data to make the file smaller, TIFF is a loss-less image format. So if you were to export JPEGs to your HDR/Pano program, and then save the result as a JPEG there will be a further loss of quality. Whether or not the loss is acceptable would be dependent upon the final usage of the image - printed out at small size you might not notice it - a poster sized print on a glossy paper would probably look awful!
I cant quantify how much quality you will lose from HDR and Pano programs, but "garbage in, garbage out" applies in this situation. Exporting the images to the HDR/Pano program using the image format that contains the most data will give the best result possible. If you can export RAW images after applying Camera Raw adjustments, then do it. If you cant, try images in the TIFF format. JPEG should be your last port of call.