Hello Dmitry,
The fact that someone is logged in on your Windows host shouldn’t prevent NoMachine connection. If current Windows desktop belongs to different account than the one you use for NM connection, desktop owner will have to accept incoming connection. This behavior can be changed in server configuration, by modifying PhysicalDesktopAuthorization setting. You can find more information here:
https://www.nomachine.com/AR04K00663
To better understand why do you experience difficulties establishing NoMachine session, we need to inspect logs. Please, reproduce both cases, gather the logs as described here:
https://www.nomachine.com/DT10O00163#1.4
and send them to forum[at]nomachine[dot]com, referencing the topic in email subject.