Hey, I'd been having this same problem, I figured the pictures were taking longer to load because i was shooting in RAW mode. Now i just turned off D-lighting and the pictures show up on the screen instantly. So now I have to ask...What IS D-lighting anyway? I see no difference in the pictures I've taken without it, at least not on the small screen.
The preview screen shows the embedded Jpeg of the RAW file or processed Jpeg and that displayed image has the D-Lighting processed into itself. D-Lighting simulates HDR see page 69 of you manual for more information.
If you open your NEF file in an editor other than Nikon View NX2 or Nikon Capture NX2, you will see a very different image from the preview Jpeg or Jpeg from the camera. If you are editing the NEF file you can also turnoff the in camera settings and observe the difference.