Yes it is entirely possible that he started with a jpeg file; but as I'll explain I don't think that is a problem, although I don't know why you would want to create a NEF from a jpeg.
I don't know what type of file the input was, but the person did say that they were doing a “Save as” and specifying NEF. At the time I didn’t have either Lightroom or NX so there was no way that I could play around and see if I could duplicate his problem. I just remembered that I have NX2 as a trial so I tried playing around.
I opened a NEF and made a couple of quick adjustments and then did a “Save as”; I was somewhat surprised that NX2 asked me if I wanted to over-write the existing file, but I went ahead and said yes, and then I exited NX2. I still don’t have Lightroom, but I do have PSE-5, and I had no problem opening the rewritten file with ACR and PSE-5.
I then went out and shot a few jpeg images with my D50. I opened one of the jpegs in NX2, did a Quick Fix and USM adjustment and then did a “Save as” specifying NEF and then closed NX2. I had no problem opening the NEF file generated by NX2 with ACR and then PSE-5.
Whether there was a problem with NX that has been fixed I can’t say. I can’t how PSE-5 could open a NEF file created by NX2 and Lightroom could not since they both use the same raw routines created by Adobe.
Personally I can’t see any advantage in creating a new NEF, or over-writing and existing NEF file, once the image has been modified by NX or NX2. The original data is there if needed, and with NX all the version you have created are there too, so why create another NEF file?
But playing around today I have to conclude that at present there is no problem, and I suspect the poster was doing something out of the ordinary, or he had a corrupted software.
--
Brooks
http://bmiddleton.smugmug.com/