If you do not cook the egg, you do not destroy a glycoprotein called avidin. Avidin has a super high affinity for the B vitamin Biotin.
Historically, Biotin deficiency was origionally called "egg-white syndrome." So if you were to go overboard with it, you would run into deficiencies such as issues with your intestines, hair, skin, Central Nervous System, and your Peripheral Nervous System [Burning Hands & Feet Sensation].
These are the reasons why you should not eat raw eggs...aside from the risk of salmonela.
As far as denaturing goes, you will still absorb the
egg protein very well. Remember that most of the protein powders out there [both retail and clinical] have pre-digested or denatured proteins in the form of di-,tri-, oligo peptides. You absorb the protein...enought to maintain a postitive nitrogen balance to support lean muscle growth.