During the upgrade procedure to Linux Mint 21, the Upgrade Tool (mintupgrade) detects NoMachine as an orphan package. This happens because the NoMachine softare is not installed from a Mint repository and it's therefore listed among the orphan packages, for example:

To keep NoMachine installed

1) Click on the three-line icon on top right of the title bar to open the menu. Then choose Preferences -> Orphan packages.

2) Click on the 'plus' sign button and in the new window paste the name of the package you want to keep, it must be the same name as displayed in the output of the upgrade warning (in our example: nomachine-enterprise-terminal-server). Confirm by pressing the OK button. 

3) Click the back arrow button to come back to the Upgrade Tool.

4) Click the 'Check again' button and wait till the process finishes.

5) If there are other orphan packages and you want to remove them, click on the 'Fix' button.