Alan, it is not very wise to convert all your files to DNG today. There are more advantages with keeping your NEF files, as you can only get certain image quality advantages with Nikon NX. You might need that in the future. Converting to DNG will narrow your choice of RAW software to 3rd party only, where keeping the original NEF will gain you all the available software.
As for CA, it is not a question of EXIF. Nikon has developed an algorithm to find the correct amount of CA offset where adobe rely on the user to set the offset accordingly. If adobe will provide an automatic CA algorithm you might have the same effect, if adobe do this better or the same as Nikon.