Exactly, I'm glad that you are pointing this out. Many people just compare, say, the graphics performance and don't realize that it takes much more for a complete solution.
I'm trying not to "sell" ThinLinc too much in this forum, but since you brought this up: In ThinLinc, we are implementing access to local devices using completely separate protocols, all running on top of SSH. This allows us (just like NX) to use existing and open protocols. But unlike NX, we use the real upstream versions, instead of forks. This allows us to work close with the community.
I haven't checked what NX provides nowadays, but I'm quite sure that we actually have better support for local devices. For example, we are supporting:
* Sound (using PulseAudio, superior to ESD).
* Serial port redirection
* File access (using NFSv3/unfs3, much more lightweight than Samba)
* Local printing (no local configuration necessary)
* Smart card redirection and authentication
All of the above are supported both on Windows and Linux. We have clients for other platforms such as Solaris and Mac OS X (but not yet with full support for all types of local devices.)