Yes, the WMU app is capable of downloading the real NEF files, but it is unwieldy. When you tap "Download" while viewing an individual picture, the app asks you to "Choose the size at which pictures will be saved". Your options are Original, Recommended size and VGA. Take pictures in RAW mode and select Original, and the NEF file will be downloaded to your device.
Unfortunately, as far as I can see, this does not work when selecting multiple files and then downloading them all at once. In that case, even when you shoot in RAW-only mode, you will only be offered the last two options, and the app will save JPG files. Choosing a size in the settings menu will also not help, because again the "Original" option is missing. So if you take a significant amount of pictures, this approach quickly becomes unworkable.