This article applies to version 3.5 and earlier. Please refer to

How to terminate or disconnect a virtual session in NoMachine
https://www.nomachine.com/AR0100585

Disconnecting a session, either a desktop or a floating-window session,
means disconnecting from the remote display, i.e the proxy agent will no longer be connected to any X client. This doesn't have any implication on remote applications, which will continue to be running.

For example, if you attach to the master session, even in status suspended, thanks to the session shadowing functionality offered by NX 3.0, you will be able to see that all the applications are still running unaffected.