All NEF files (and AFAIK all other manufacturers' RAW files) have a small-basic quality JPEG embedded in them, created using camera settings, which is what you see if you view the images on the LCD, or on the computer without using a RAW converter, or in the case of Lightroom in the Import process. When you process the images the JPEG is updated to reflect editing changes, and in the case of some software replaced by a higher quality version.
Is that what you mean? If so, you can't remove it and you can't not have it.