My iMac has this same problem -- it shows my D800E NEF files on the desktop and "Finder" as icons instead of thumbnails. My D700 NEF files show up correctly. Photomechanic also shows the D800E files correctly. NX2 works very well.
I have uploaded all of the current software updates from Apple and Nikon and do not know where to look next. Any suggestions? The iMac is about 4 years old -- wIth OS X v. 10.5.8. The codec seems to be only for PC's.