OK, I have repeated the test with proper exposure and Nikkor does not look that terrible anymore, it just looks bad
I think the main issue with Nikkor is the high level of CA. Sharpness and contrast look OK. Sigma has CA barely noticeable wide open. At 5.6 it is gone completely for that lens. Nikkor has CA almost unnoticeable at 5.6 and color and contrast look better than the ones from Sigma.