I agree with Cindy and Fred.
Some other tidbits. I'll just speak of my d7200 here. There is ACTIVE D Lighting in the shooting menu and there is D Lighting in the retouch.
Retouch is after the fact. Regardless if you shoot in raw or jpg, it makes a new jpg with the d light changes. Raw and its embedded jpg are not affected at all.
Active D Lighting in the shooting menu does the adjustment in real time. There is always talk about whether it affects the raw file. It does affect the raw file but not in the obvious way. There are levels of active d lighting. Low, normal, high, extra high. At low, there is no change to exposure. At the other levels, the exposure is altered along with applying the active d process. It under exposes the image to various degrees as you advance above 'low'. So even though this works in Raw, you are getting a different exposure than you would have gotten is active d lighting were turned off which might not be what you want. If you shoot a raw series at all 4 active d levels, you will see the expected effect in Nikon software. You might also note the exposure changes. If you look at those shots in LR or PS, you will see the images getting darker because the exposure was altered but you are not getting the rest of the active d light adjustments.