They're NEF files not "neff", but I don't use Windows.
I just checked using Windows 7, and it is the same. Apparently the Windows photo viewer does not read the XMP files.
The “changes” you make in Adobe software are not changing the NEF file at all, they are just recorded in an XMP file, and can only be seen in Adobe software until you Save or Export copies of the changed image in a different format such as JPG or TIF. Windows has no idea what Adobe is doing and the changes, themselves, aren’t understood by anything except Adobe software like Bridge or Lightroom or Photoshop using the Camera Raw plug-in.
Indeed, even with the Windows NEF Codec, it only reads the previews (not XMP..), and since ACR won't update the previews, the best you can do is get the Nikon view. I was hoping Phil Harvey would enhance exiftool to be able to write an embedded preview - presumably, it wouldn't be that hard (since it can read them), but there is NO tool I know of that can write embedded previews into proprietary raws (other than camera manufacturer software), do I don't know any way to work around..
PS - I would LOVE to learn of such a tool, so do tell if you learn of one - thanks.
Note: if you really want to view Lr/ACR adjusted image (from your raw files) in Windows, consider converting to DNG - then the preview matches your adjustments, or does once you update it.
The other option is to export and view rgb files instead of raws.