I just got the D7500 yesterday. I was aware that Lightroom may not be able to open the files yet. I believe I found a temporary workaround after reading a few things online yesterday. Using Nikon Capture NX-D I was able to open the NEF (or JPG) files directly from the SD card.  I usually use LR to import files to my SSD, I wasn't able to do so, so I just left them on the card). Btw, I'm using LR5, standalone version. Btw, the video files I took (in MOV) were able to be imported and viewed in LR.  I was then able to convert the NEF files (command E) to JPG and/or TIFFs. These can then be imported and edited in LR, at least my version. It's way more steps but may be the only option I have until Adobe puts out another update with D7500 support.

Hope this helps.

i don't see that adobe's released a compatible camera raw for your camera, yet.  try updating every week or so.  it's bound to be added sooner or later.