Apparently I'm pretty confused over the nature of RAW files and what they actually produce. In particular, I've been shooting some images in Monochrome mode by, of course, going to the Set Picture Control option and choosing Monochrome. And, sure enough, the resulting image on my LCD screen is black & white. The surprise comes, though, when I actually transfer the file away from my camera -- color is added back in! This is true if I then either upload the image from my laptop to a cloud service, or even try to post it to Instagram. I thought that maybe it was simply because it was a .NEF file, but the I used one of those online NEF to JPEG conversion services and it STILL showed up in color (in fact, I had to do so before uploading to Instagram).
Finally, basically as an experiment, I took a few JPEG images (images that were actually shot as JPEG's in-camera), and THOSE images did, in fact, show up in black & white.
So, again, the issue here seems to be the RAW/NEF files and my understanding of them. It's not like options like Monochrome are grayed out when shooting in RAW. Yet, I can't seem to produce a black & white image from a RAW file. What's the point of changing the setting in the Set Picture Control menu if the picture only seems to appear in black & white on my LCD screen but not "real life"? Thank you.