This is not necessarily a fault with the D850. Nikon’s matrix metering is more sophisticated than simple average metering: it analyzes the scene and tries to choose an exposure that fits the subject, including scenes that are naturally dark. So shaded scenes with lots of darker tones may be metered “correctly” but still look dark in Lightroom.

Also, the camera LCD preview is based on an in-camera rendering, not the untouched RAW data, so it can look brighter or more pleasing than the RAW file does later in Lightroom.

If highlights are not at risk of clipping, there is generally no real advantage to keeping ISO lower and then pushing exposure later. On the D850, though, there is also not much penalty to recovering exposure in post.

Best practice: check the histogram rather than relying only on the rear screen. If the histogram shows you have room before clipping highlights, you can expose a bit brighter in camera. If not, your current files may already be fine and just need normal RAW processing.