When you buy, you get both Photoshop plugins, and LR external editors. The Photoshop plugin is better, because you can use smart filters, and come back and tweak later. (Note: my experience is with Viveza and Silver Efex Pro only.) Whether you go with the LR editor, or the PS plug-in, you will still end up with another file.
As far as the LR versions feeding a TIFF file back, that is a limitation of LR, not the NIK software. Not sure why anyone would want a JPG, though.