Did you really output a NEF file from the scanner? For some reason I was under the impression that the NEF files output by Coolscans were so different from NEF files from Nikon cameras that they could not be opened by Bridge/PS5. If this does work, is there an advantage to capturing the scanner output as a NEF as opposed to a tiff?
AFAIK, the CoolScan NEF is just a tiff in a wrapper there is no advantage to scanning to NEF either info-wise or size-wise. They open fine in ACR and preview fine in Bridge. (However, if you just rename the extension from NEF to tif, what will open directly in CS5 is the embedded preview.)