Nikon does not recognize XMP in any way. As I understand your question and setup, Lightroom will create XMP on ingest. As long as you stay in LR you are OK.
Once you have ingested into LR, you effectively lose any *Metadata* inter-operability between Nikon apps (View NX2 or CNX2) and perhaps just about anything else.
In my case, both iMatch and Photomechanic have enough metadata config options to work between themselves (sort of) but I never figured out how to make all 3 apps work together such that I could do front end metadata changes (star ratings, color classes and IPTC) in either PM and CaptureNX2 and get them to inter-operate between themselves, and ingest properly with iMatch.
I gave up trying, and decided not to use any Nikon apps for metadata work. That worked for me because I'd rather do it in PM anyway. It may be doable but as I said, I gave up .
With LR I would expect you would run into something similar if you want to change metadata in Nikon apps AFTER ingesting into LR. But beyond the problems I had with different apps, fundamentally it is difficult to inter-operate any browser or metadata/image editor like CNX2 and any cataloger.
That because the catalog app (LR in your case) will tend to get "confused" when it is updated with an image file that has different metadata. Which is the right one?
Not to say it can't be done, but it takes a huge amount of thought, and perhaps workflow discipline, assuming it can even mechanically happen.
(some of the above addresses issues that you are not specifically addressing, but perhaps you should? Even if CNX2 or ViewNX2 managed the deleting of sidecar files, that is only step one of a very complex process to keep the metadata straight)
If you do not want to use LR to do your culling, you might try Photomechanic. It is expensive (probably more than LR now) but for many of us has become somewhat indispensable, and at least partly because it has such a rich set of metadata configuration options. And it is written with XMP sidecar file management in mind.