There are two sets of factors that would explain the difference: White Balance and what Nikon calls Picture Controls.  Your camera's histogram is calculated from the JPEG image, not the RAW data; if your White Balance is off, your histograms will also be off.  Conversely, the histogram in Lightroom or Camera Raw is calculated using the current image settings; adjust your WB or anything else and the histogram moves accordingly.

Lightroom doesn't know about in-camera adjustments to the JPEG.  I'd set the camera to its most neutral settings; that way it will match your raw processor more accurately.