Richard,
When extracting a JPEG from a RAW file, we have to "manufacture" the Exif information. We don't just take the Exif block from the RAW and put it into the extracted JPEG (for various technical reasons). But when we create the Exif information, we don't create the maker note (this is proprietary manufacturer information and in the case of Nikon parts are encrypted). Since the actuation count (and other information we read) lives in the maker note, this will not appear in the extracted JPEG.
I'm curious why you are using the embedded JPEG from a RAW to edit in Capture NX - why not edit the RAW NEF file in Capture NX and create a JPEG from that. Much better quality that way. Although the embedded JPEG in newer Nikon cameras (and NX) is full resolution, it isn't as good as the RAW image in terms of the quality and options for fixing white balance, exposure, etc.
--dennis