I have the same problem..
I know that is not Adobe`s fault neither Apple`s but more likely Nikon`s issue..
Do we know anything new about the issue??
I can`t work tethered and it is crucial for my job and workflow...
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It should come in the 6.4 update as Nikon just released their updated SDK before the holidays: You can see a response from Adobe engineers here: http://feedback.photoshop.com/photoshop_family/topics/tethering-with-nikon-and-leica
I would expect that update soon but I have no info on when that will be.
In the mean time there are a few third party utilities that will do tethering with Nikon cameras on El Capitan that you can make work with Lightroom. There are several linked in the thread above.