Yes, NX does (normally) ask. However, to work from remote i have configured the NX-Server that it dont ask for permission. Because if it asks, and i sit remote, a cannot click on the button “ok” 😉
OK, but it will ask only if you connect to the machine as a different user. If you connect to the machine as the same user running the session you should get in without problems.
Is there any reason you are connecting as a different user (I’m sure there is, just asking to be sure I understand correctly).