Since this is where you end up when searching for “nexus oidc” or “nexus openid connect”, I’d like to drop a breadcrumb here.
The situation has not changed much. There is no native support by Nexus. There are several community-driven plugins with different approaches. I wasn’t satisfied with any of them so I implemented one more. 
I will refrain from advertising my own and just wanted to let searching people know that it is certainly possible with one of the plugins from github. There is at least one that I know which fully integrates OIDC straight into Nexus. Others put additional services in front/around it. There are benefits to either approach. What it comes down to is that you need an API token mechanism for programmatic (maven, gradle, …) access and for the interactive access with the browser you’ll be just fine because that is the easy part.