Which package? Free NoMachine version, Workstation Enterprise Server?
If you installed the free version you should get the physical display exported.
Since you say that the machine is headless, probably this machine gets a default Xorg.conf configuration, set up by Ubuntu at installation time.
NoMachine doesn’t change this Xorg.conf and it is not responsible for setting up Xorg to support a wider range of resolutions. You should try in the Ubuntu control panel or refer to the Ubuntu documentation.
You should be still able to set a “virtual X server” using the instructions here:
How to use NoMachine on a headless Linux server
Then NoMachine should be able to attach to it just fine.