The current versions of Capture NX and View NX do not fully support Nikon P7000 and D7000 RAW files. I already mentioned that the Nikon D7000 comes with View NX ver. 2.0.2 in the box, which is not yet available for download (?).
Jason Odell (who is a tester for Capture NX2) mentioned on this Nikonians thread that version 2.2.6 of Nikon Capture NX will fix those issues:
Few months ago, before the latest round of Nikon announcements, there was this comment on the Image Doctors Facebook wall - they are definitely in the know: