What you’re seeing is normal. The brief initial view is the camera-embedded JPG preview that is done with Nikon rendering by the camera. After that the default Adobe rendering is applied and it can look dull by comparison, depending on the lighting.
Adobe has no way of interpreting the camera settings because they are proprietary to Nikon. The closest you can come, easily, is to use one of the Camera-XXXX profiles (i.e. Camera Standard, Camera Portrait) in the Camera Calibration section which Adobe makes to somewhat simulate the various picture modes on the camera, instead of using the default Adobe Standard
Some of the camera settings in your camera, like Auto-D-Lighting, correct for bad exposure. LR does have an Auto tone button that might do something conceptually similar but will unlily yield the same result. f you are going to be developing Nikon raw files in Adobe products, it’s best to turn those auto-fix settings like ADL off so avoid confusion.
You can set new customized defaults by pressing the Alt key in LR-Develop and clicking Set Default… and it’ll save whatever the current photo’s current settings are as the new defaults.
You can also apply a Develop Preset to each import batch on an ad hoc basis to make all photos of one export have different settings than the default.
Thank you so much, that's it! While doing some further reading on the net (and, yes, in the printed camera manual), I started assuming something like this. You prove a hypothesis by testing its predictions, and voilá: the previously ignored (but saved, for some hunter-and-gatherer instinct) camera JPGs look the same as the initial "glimpse" in LR. BTW: Auto-D-lighting etc. are turned off - still the camera does some processing of its own. However, I have never seen through it that it leaves the RAWs really raw and only processes the JPGs. Good to know by now and have reason for saving both formats!