This is true. The normal data from nurb tessellation is not the same as if you do unlock / set to face/ smoothing angle. But in this case, perhaps not in max, but in maya you can select those faces and apply custom normal smoothing…Actually having them welded does not matter, on such meshes its impossible to weld them, nurb planes usually tessellate in a different way, they dont attach to each other, but blend the surfaces via normal only.