This sounds reversed from the behavior I would expect. If you set the camera to Monochrome, the thumbnail should be monochrome. Then when you open it in Nitro or Photos (or Preview), the image should revert to color. That’s because, in general, Apple does not attempt to apply picture styles / picture controls to raw images.
I suggest this test:
Shoot an image with monochrome
Connect the camera or the card to the Mac, but don’t import into Photos
Instead, copy the image(s) to the desktop.
Look at the thumbnails – they should be monochrome, and if you open them in Preview they should be color.