Software like Nik typically offers various options, and an important option to be aware of is that of working as a "plug-in", a "mini-app" that can work withing Photoshop or that can be used in Lightroom in a similar way that LR works with the "Edit in Photoshop" function (where a tiff/psd copy is created, "keeps" whatever changes are made and stays in the LR catalog.
If you are a regular at working in Photoshop, there is a very clear advantage to having/using a Photoshop plug-in because you can work with the plug-in as a Photoshop layer, meaning you can revisit and change it at will.
If you don't "frequent" Photoshop, but prefer to remain in Lightroom when possible, then an Lightroom plug-in may be a more efficient way to work, although once the tiff/psd file is saved by the pluging, you will not be able to work with it like you could a Photoshop layer.