NEF saving as Jpeg

Lightroom does not have to 'save' the image after you've edited it. Edits are non-destructive instructions, saved separately from the image. This is done automatically, so you don't have to do anything. What you are referring to is exporting an edited copy. This is only needed if you want to use that copy outside Lightroom, for example to post your edited image on social media. Edited copies are always jpeg or tiff. It is technically not possible to edit a raw file and then save it again as a raw file. That would be like breaking some eggs to make an omelet, and then trying to change the omelet to raw eggs again.