Need Camera Raw plug-in for CS6 and Aperture 3.4.5.

As it happens the Adobe DNG Converter 9.5.1 is listed as the last compatible version for Mac OS X 10.7 Lion

https://supportdownloads.adobe.com/detail.jsp?ftpID=6044

Addressing your question as to why the Mac says the raw NEF files are not supported: For Mac OS X, raw format support is added by Apple Digital Compatibility Updates. Those update the core of Mac OS X, so that new camera raw formats can be read by everything from Apple Aperture to Apple Photos, Apple Preview, QuickLook in the Finder, and some non-Apple applications (not including Adobe).

You said your Mac runs OS X 10.7.5, which was released in 2012. The Nikon D500 was released in 2016, four years later. A quick web search reveals that Apple added support for the D500 in Digital Camera RAW Compatibility Update 6.19, released in April 2016. However, before you download and install it, click System Requirements on the linked page above, because it says it requires OS X El Capitan 10.11, so if your Mac runs 10.7.5, that’s four versions too old.

In short:

• To solve your problem for Adobe software, follow what Per Bentsen said: Either download the free Adobe DNG Converter and convert the D500 files to DNG so your version of Camera Raw can open them, or switch to the current version of Adobe Camera Raw. However, current versions of Adobe Creative Cloud software require macOS 10.14 Mojave or later.
• To solve your problem for Apple software (including Aperture), upgrade your Mac to OS X 10.11 or later so you can install Apple Digital Camera RAW Compatibility Update 6.19 or later, which supports the D500.

If it sounds like it’s going to be a pain either way…it is. There’s nothing wrong with sticking with an old computer and OS, but the more years go by, the way an old system stays viable is if you hold back your other gear to stay more or less in the same era. Newer gear often has newer system requirements.

The D500 requires Camera Raw version 9.5. The latest (and final) version for CS6 is 9.1.1.

So you won't be able to work with the NEF files in CS6.

You can either subscribe to the Photography Plan (Lightroom + Photoshop), or use the free DNG converter to convert the NEF files to DNG files, which can be opened in CS6.

You can download the DNG converter here, read the instructions for use carefully.

https://helpx.adobe.com/photoshop/using/adobe-dng-converter.html