The problem with Lightroom is that it assumes Lightroom is the only application you use to alter the images with. Changes made to files outside Lightroom are not picked up, unless you explicitly tell it to reread a file. The option to do this is hidden somewhere in the menus. Having to do this everytime you change something of a file becomes really tedious, but is necessary when you want to keep everything in sync...
Another problem with Lightroom is that, while it reads XMP data embedded in a RAW file fine, it never updates it. It only writes the changes to the .xmp sidecar file, not to the RAW file.
PM can cope with this fine (just have it read the sidecar first). Getting Lightroom and NX to work together nicely is more problematic though; changes Lightroom made to the metadata in the sidecar file are not picked up by NX as NX only reads (and updates) the embedded data. You could use PM to sync the sidecar data with the embedded data so that NX again sees the correct information, but again this is cumbersome.
If you use Capture NX to work with RAW files, Lightroom is more of a bother than a help. This is also why I don't use it and stick to PM and NX for all my RAW editing. (For those cases where I have shot with a non Nikon camera, I perform my RAW editing in ACR and save as a TIFF).
Hope this explains things a bit.
