Nikon D800 RAW VS DNG Quality
Sounds like you're shooting uncompressed RAW. DNG is a lossless compressed format that will produce file sizes that vary according to the amount of detail / data in a given scene. Lossless compressed files (in principle) can be decompressed with no loss of data. It is possible that some Nikon-specific metadata is lost.
Compare the DNG file sizes that result from conversion from uncompressed RAW to the output from your camera using Nikon's lossless compressed option. They should be nearly the same for a given image.