Yes, uncooked whole grains would have a superior nutritional profile to cooked whole grains. This general rule applies to all raw versus cooked foods, even though the cooking of foods can also increase some of the food's benefits.
However, even though I have not found peer-reviewed, published research in this area (except for a single study on rice), I do not recommend consumption of raw whole grains. My reasoning is as follows:
Most raw foods, including raw grains, contain enzyme inhibitors that help prevent breakdown of their key structure components. For example, the protein components in raw grains are often protected by enzymes, called protease inhibitors, which help prevent the breakdown of proteins. These protective enzymes have been identified in many grains, including wheat, oats, barley, rye, millet, rice and others. Due to the presence of these enzymes in raw grains, their protein can be less digestible. I've seen this result confirmed for different grains, including raw rice.
The cooking of raw grains will serve to deactivate those protein-protective enzymes described above and will help increase the digestibility of the protein. One other potentially valuable way to increase the digestibility of raw grains is to sprout them. I have seen two studies showing improved digestibility if the grains were first sprouted. (One of these studies involved corn and the other involved barley.) Two studies is not nearly enough evidence for me to be confident about the improved digestibility of sprouted grains, but I've heard many healthcare practitioners report the helpfulness of sprouted grain products for patients who are trying to make things easy on their digestive tract. For both of these reasons, I believe that a person deciding to eat uncooked grains might benefit by sprouting those grains to improve their digestibility. Cooking, of course, still remains the best-researched alternative.
Finally, from an enjoyment standpoint, I believe that most readers would experience much more satisfaction from the consumption of cooked versus raw grains. In comparison to the crunchiness of raw vegetables, for example, I believe that the chewing of raw grains would be less pleasurable and satisfying.
Bosscher D, Lu Z, Janssens G, et al. In vitro availability of zinc from infant foods with increasing phytic acid contents. Br J Nutr. 2001;86(2):241-7.
Couzy F, Mansourian R, Labate A, et al. Effect of dietary phytic acid on zinc absorption in the healthy elderly, as assessed by serum concentration curve tests. Br J Nutr. 1998;80(2):177-82.
Helbig E, de Oliveira AC, Queiroz Kda S, et al. Effect of soaking prior to cooking on the levels of phytate and tannin of the common bean (Phaseolus vulgaris, L.) and the protein value. J Nutr Sci Vitaminol (Tokyo). 2003;49(2):81-6.
Ibrahim SS, Habiba RA, Shatta AA, et al. Effect of soaking, germination, cooking and fermentation on antinutritional factors in cowpeas. Nahrung. 2002;46(2):92-5.
Makokha AO, Oniang'o RK, Njoroge SM, et al. Effect of traditional fermentation and malting on phytic acid and mineral availability from sorghum (Sorghum bicolor) and finger millet (Eleusine coracana) grain varieties grown in Kenya. Food Nutr Bull. 2002;23(3 Suppl):241-5.