For RAW files, the colorspace is added (defined) by the digital editor. This colorspace is then used to create and define the resulting display format file that is converted (created) from editing the RAW file, display format being JPEG, TIFF, PNG, etc. The RAW files from your D7200 will have the NEF extension.

To your question of what happened, you'd have to tell us more about what happened. These files seem to have some age in that they're not direct from the card. What editor / editing has happened before? Are you saying the EXIF data has been stripped, like the shooting date, camera and lens info, aperture, shutterspeed and similar exposure data? Is the data all gone? Are the EXIF parameters consistently missing, like they're all missing the same values?

Conceptually, RAW files have two components: the read-only image data and text-format 'header' data that describes the image attributes that is the EXIF data for the examples above. It's possible the EXIF portion of the files has been corrupted or edited or erased by another software, probably by accident or an unintended result. Typically, saving the original RAW, given the files are mostly read-only, is all that is needed for a back-up strategy. Do you consider these files the original from the camera or has something else happened in their history?

Is the issue possibly the PSE21 organizer? I don't have this software, but is the possible issue that some have been imported differently into PSE21 and / or edited in the past and others not, such that PSE21 has different stored attributes that you're now discovering as you open individual files?