... One also immediately realises there is no change in dynamic range, again as expected from photographic theory because the same sensor is involved and the same aperture/exposure time is used.
You may not see a difference in this scene and at this resolution but it is there and would show in the right circumstances.
Analysis of NEF files would be ideal but even a quick and dirty check on these small jpegs shows a difference in favor of the FX.
I selected a 120x80 pixel area in the "uniform" gray in the back.
For the DX I got a Signal to Noise Ratio (SNR) of 6.7. For the FX it is 7.5
Additional enlargement to the same viewing size comes with an unavoidable cost.