The Windows Photos app cannot render raw files, so it displays the embedded jpg preview.
The jpg preview will typically have received noise reduction in the camera, and you have to apply noise reduction to the raw file yourself in Lightroom Classic.
The above is true for Nikon DSLR cameras, however, Nikon Z mirrorless cameras write camera settings to the raw files in XMP, which LrC understands and honors.
So exactly what Nikon camera are you using?
Also make sure to compare the raw file and the embedded jpg at 100% view. This is especially important when examining sharpness and noise. (if you have a 4k or higher resolution monitor, use 200%)
At 100%, one image pixel is represented by one screen pixel, showing you a true representation of the image.
Any other magnification will be inaccurate and misleading because the image has been scaled.