Should I actually add nutmeg to eggnog?
Add it if you like!

As mentioned in the comments, eggnog usually already has nutmeg in it, so when you say you say you can't taste anything other than nog, in reality you're probably tasting eggnog including nutmeg!

If what you add is pre-ground, the flavor probably isn't terribly strong. And even with freshly grated nutmeg, you're probably only adding a tiny bit. So if you sprinkle a little on, it's really more for looks than taste. But if you want to be able to taste it, definitely try freshly grated.