I noticed this as well in our environment and, unfortunately, I think it's just a shortcoming with the NX-OS platform. I don't have any IOS-XR to test or I would. NX-OS only supports motd and exec banners and doesn't appear to honor the banners provided by TACACS. I have both welcome and motd banners sent via TACACS and NX-OS is not displaying either.
If anyone has or finds a workaround, I'd love to hear it, but a quick Google search suggests this is just the way Cisco chooses to be :/
Kindest Regards,
Ryan N. Davis