Since macOS version 13, the terminal application needs to have 'Full Disk Access' granted in order to be able to execute  commands that require administrative privileges, like also those of nxserver. 'Full Disk Access' allows to edit in a terminal NoMachine cfg files and execute nxserver commands also remotly, via ssh.

As an alternative, if terminal is used only on local, grant "App Management" permissions.

Instructions:

1) Open System Preferences -> Security & Privacy -> Privacy and scroll the list on the right till 'Full Disk Access'.

2) Click on the [+] button and add the Terminal, it's in Applications/Utilities. The checkbox near it must be checked.

Granting "App Management" permissions is similar.