Adobe knows, but they never announce such changes in advance. Adobe has to wait for Nikon to update their SDK package before they can add support to Lightroom.
Thanks for your reply . I have spoken with Nikon to update their SDK package for 5600 . Below are their response.
Kindly be advised that it will takes time for 3rd party to update on this matter, we have no control over that and are not in a position to comment further. However The D5600 is supported using the latest version of Camera Control Pro 2 at http://downloadcenter.nikonimglib.com/en/download/sw/85.html. it can be used as a full function trial for up to 30days. After that, If you wish to continue you would need to buy one to continue using. That will be a fuller function control software compare to Adobe.
Here is complete response from Nikon
I like the way Nikon completely left out the part where they have not updated the Nikon SDK to support the D5600 yet.
It's also important to note that Adobe doesn't necessarily provide support for tethered shooting for every camera model. The only people who know whether or not that support will be provided in Lightroom are those who work on the development team. And they aren't allowed to tell you anything. You wrote to Nikon and got their response. Now, you'll just have to wait and see when/if support is added for the camera.