When the NoMachine session player is started on command line or by double clicking a connection file, the main player instance (in charge of managing the running sessions) starts in background and terminates when all session players get closed.

If the main player is configured to be shown in fullscreen on multiple screens, that instance starts in foreground instead of remaining in background.

As workaround, edit the file .nx/config/player.cfg and change

<option key="Window state" value="multiscreen" />

to

<option key="Window state" value="normal" />