Quite honestly, this topic is frequently misunderstood. If you pay attention to your exposure (and the histogram in particular), you can leave it off independent of whether you're using NX2, LR, DxO or any other software package. If you're working very quickly or just don't want to check the histogram for blown highlights, leaving ADL on will give you a more conservative exposure and you can then use your raw converter to adjust the image to your preference. Virtually everything out there today has good tools for reining in highlights, lightening the shadows, etc. and that's all that ADL does in NX2. In short, having ADL on or off has more to do with how much attention you want to devote to exposure while shooting and less to do with the software packge you use to process your images.
My personal preference is to get the exposure "correct" and adjust the image to my personal preferences in my raw converter rather than relying on an automated guess at what I want, but it's really up to the individual photographer.
A caveat: if you are in the habit of shooting raw plus jpeg and only use the raw files if you have a big problem, leaving ADL on might be a good idea since jpegs don't have the latitude for post-processing changes that raw files do. Since I don't normally shoot that way, I leave ADL off.