I don't think you are wrong.
My 536 receives at my desk DMR calls that my 1080 doesn't receive, regardless of antennas.
You are in a great unique situation. It would be great to program each scanner differently and let us know if you determine any difference.
Little is shared about the firmware of these scanners, but I should think the NFM/FM differentiation has most to do when receiving analog. If the analog is FM but you set it to NFM, it would be over deviated. If NFM yet set to FM, it would sound a bit softer with a bit more noise.
For digital, FM should pickup all of it. I do not know what filter bandwidth the scanner uses when in "NFM" or if it even uses a different filter (could just be a software gain and noise removal setting). Without knowing the exact bandwidth, I can't advise which is best. DRM is ~7.6 KHz. Narrow banded FM is around 12KHz. So one would think that NFM would be an appropriate setting.
Of course, this applies only to DMR programmed in the "Trunked Radio Systems" tab. The mode for conventional frequencies should be "DMR."
I have my "Trunked" systems with Mode of "FM" and have received DMR with that configuration. I have not tested to see which is the best setting. I'm not sure the setting even affects any change. DMR is 7.6 MHz, so that's what the scanner should be configured to receive.
Make sure the Color Code, TS, and TG is set to any to maximize your chances at reception.