Lightroom writes the star rating directly into the DNG file. Nitro does not write ratings or edits into DNG files (partly due to a concern about the (very low) risk of data corruption). So there are two places for the data to be located.
So, when you edit the file, Nitro makes an XMP file, but (I’m guessing) the rating is not being copied from the DNG to the XMP. I’ll have to look into it further.