When the user is logged to the physical session on local and the same user tried to create a NoMachine virtual desktop session, there is a problem when the screen is locked: the user cannot login even when using the correct password.  

There is no problem when a different user tries to create virtual session, e.g. userA is logged-in to physical computer/virtual machine and userB creates the NoMachine virtual desktop.

As a workaround, use different user to create the NoMachine virtual desktop or disable the automatic screen lock in GNOME settings.