I think this is controlled by Windows itself, not NoMachine.
On the remote Windows host, try going into Accessibility settings and enabling Mouse Keys there. Sometimes it does not kick in unless it is turned on directly in the system settings.
If it still does not respond in the session, it might be a permission issue. I have seen cases where accessibility features only work properly when the remote session is running with admin level access.
Also worth checking if other accessibility options behave the same way. That can help figure out if it is a NoMachine limitation or just Windows not applying the setting correctly.