I have Nikon and Canon codec installed in windows 10 so I can open images directly. I also have lightroom for comparing images. When I open the same image shot on Nikon D3400 and Canon 200D on auto white balance and in RAW then the white balance is not same. I keep the lighting the same and shoot the same subject and also shoot RAW NOT JPEG. But I find that Nikon raw files have slight yellow/greenish tint. While Canon raw files have neutral color. So I think different camera brands process color differently in sensor level. Please share your opinion about this issue.
There are several possible things going on here.
1) You're probably looking at the JPEG preview
Most image view programs that can show RAW files but are not meant for processing them show the embedded JPEG preview. The camera creates this using its internal JPEG engine and stores it along with other data in the RAW file.
Showing this is a lot less effort and generally more useful than showing an opinionated default rendering of the raw file. (Remember, a RAW file doesn't have just one valid interpretation. See What does an unprocessed RAW file look like?).
But, if that's not it, also consider:
2) You can't shoot the same image on different cameras
The processing isn't the only thing that's different. The sensor itself is, as is the filter stack over the sensor (including the color filter array). And you probably didn't use the same lens. Even similar lenses transmit light slightly differently.
3) There could be differences in the scene itself
And if you took the exact same image at the same time, the cameras weren't in the same place; or, if they were in the same place, the images weren't taken at the same time. This could be particularly a big deal if you are shooting under fluorescent lights (including LEDs) and are using a fast shutter speed.
4) There are two ways you could be doing auto white-balance even with RAW files.
One could be to use your RAW converter's algorithm, which might produce different results simply due to the differences above. But it's also possible that the RAW converter is using the "as shot" white balance, read from metadata in the image (and the same as the camera's JPEG rendering).