From what I can tell, nginx is running in httpd_t security context, while index.html, for instance, is of usr_t one:
$ ps auxZ | grep 'nginx.*worker'
system_u:system_r:httpd_t:s0 nginx 13734 0.0 0.2 112948 3600 ? S 02:07 0:00 nginx: worker process
$ ls -Z /usr/share/nginx/html/index.html
-rw-r--r--. root root system_u:object_r:usr_t:s0 /usr/share/nginx/html/index.html
I'm running CentOS 7 here, if anything.