As I think you understand, when playing to a DLNA Streamer, which is a Renderer in DLNA terminology, I believe that the Controller actually sends the list of files to play to the Renderer, and it is the Renderer that requests the files from the DLNA Server, which should be the MC Server running a DLNA Server. Hence, it is the Renderer that is in control of the transitions.
I don't know whether there is any DLNA commands that would tell the Renderer how to handle transitions. Maybe there is something in the DLNA Extra functionality, if supported, although I think that just covers Artwork. Certainly, all the Track Change functionality in MC only acts on local playback, whether on a Server, a Client, or a standalone installation.
Try changing settings in your Streamer.
PS: When you say "what track to pull from a NAS" I hope you mean "what track to tell MC to pull from a NAS", and that you aren't using the DLNA Server on the NAS itself. Because that is less than ideal, in most situations.