I've explained this elsewhere in greater detail, but the rub is: Many NAS boxes don't fully support Microsoft's Filesystem Events model (or do so only in a broken fashion).
For MC's auto-import system to work properly, your NAS must support Filesystem Events properly. If you are having trouble on a NAS drive, but local file imports work fine, then you are (in all likelihood) looking at a problem with your particular NAS implementation. Check for a firmware update, but otherwise, there likely isn't much JRiver can do.
Auto-Import does also periodically does a full scan (I think something like every three hours), which will pick up new files even if Filesystem Events aren't available.