Ah so it’s not a web-based session to a Windows host. Thanks for clarifying.
Are you starting a connection to the physical desktop or a virtual desktop session?
If you are connecting to a server that has a Terminal Server product installed, try disabling X11 vector graphics (https://knowledgebase.nomachine.com/AR02L00779).
If you are connecting to a free NoMachine installation, is it headless?
The easiest way to check whether this is being caused by NoMachine is to check on the local machine, if you can, if the new directory is actually empty.
If it’s only happening when you connect via NoMachine, please tell us Windows OS version, Linux distribution and version and confirm what you have installed on the Linux server from NoMachine. Thanks!