Nikon D810 NEF and DNG files have tonal differences !

The raw sensor data is not hidden and there is a raw-file-format specification for CR2 files that is documented as far as where to find the image data in the CR2 file.  What is hidden and unknown, and therefore proprietary, is what a manufacturer's computer program, either on a computer, or in the camera does with the raw data to produce a visible image, like a JPG.

Canon camera profiles are information for the Canon raw converter, on the computer or in the camera, that tells it what to do with the raw data.  Since Adobe doesn't know what the internals of Canon's raw converter are, they cannot use the Canon camera profile.

You are correct.  After doing some research, however, I have a more in-depth question, regarding in-camera profiles (in the case of Canon, 'Picture Styles') vs. Adobe Camera Profiles.

I can use Canon in-camera Picture Styles to modify the tonal quality of RAW images, as evidenced by comparisons in the Canon Digital Photo Professional software.  However, when loaded into Adobe Camera Raw, the Picture Style is automatically over-ridden by the Camera Profile selected in the Camera Calibration tab.

In the case of RAW files with XMP side-cars, one can recover the original in-camera profile by simply renaming or deleting the XMP file.  But, in the case of DNG files, it appears that the in-camera profile is gone for good (unless one embeds the RAW file in the DNG?).

If one goes to so much trouble of creating and/or selecting an in-camera profile, why doesn't Adobe offer the option of retaining and using that profile in Camera RAW?

Unless one is creating in-camera JPG's which aren't going to have further editing, it appears that it makes no difference which in-camera profile is used, since it will be over-ridden once it is loaded into Camera Raw.