When connecting to a Linux host where XMonad Window Manager is in use,  the user erroneously receives the error “Cannot detect any display running. Do you want NoMachine to create a new display and proceed to connect to the desktop".

The X server is running, but when clicking 'Yes' the user is logged in to Gnome.

This has been reproduced onUbuntu 20.04 with XMonad as the window manager. When the full desktop Gnome environment is run instead, the connection works as expected.