That's because MediaPlayer CANNOT read CD Text. It stores (In archive form) the CD Title, Track Name And Artist, from when you inserted the CD, it does not read nor write CD Text, it is keeping a library only of the CD's that you have played, thus this is why this information is not displayed in Nero from your files that you have previously played with MediaPlayer. I hope that this did not confuse you. If you desire to have CD Text, you will need to rip the files to MP3Format, and then edit the track TAGS, this information will contain the CDText information that you are desiring for Nero.
An EXCELLENT program for editing track tags (MP3Format) is MusicMatch, it has SUPER TAGGING and is also FREE, did I mention FREE, it is not disabled in any way if you do not register it. You can find it at www.musicmatch.com.