You are confusing the data in the file with what you see on the screen. The NEF data in the file needs to be interpreted by a viewer/editor then painted on the screen. When you change the settings in the editor, you are just changing the interpretation of the raw data.
JPG images, on the other hand, have all the image settings baked into the picture so that there is no interpreting done. What you see is what there is.
---------+---------+---------+---------+ Joseph K Seattle, WA, USA