Mp, "I took the same pictures at all different ISO setting and I can't really tell them apart."
If you shot the same image over and over using all of the ISO settings, I am fairly sure you should start seeing a difference in your image quality as the ISO increases—no matter what software you work with in post processing. If you compare a shot you took at ISO 200 against one shot at ISO 1600, you should definitely see a difference. You may need to zoom into 100% to really see it.
As others have stated, D-Lighting will not translate when proecessed in RAW files in software other than Nikon's software. The only exception is the white balance settings in your camera when you take the shot. Adobe software honors those settings when the file is opened, but you can still change it in the raw converter.
If you are shooting in RAW + JPG or just JPG, you'd need to pay closer attention to all of your in-camera settings.