For us coming from InfoPath, this I believe is one of the biggest annoyances.

Yet, Nintex was never built to replace InfoPath, although personally I think that is now how it is being sold, viewed and used, since Microsoft have stopped developing InfoPath.

You can use panels along with hide/show formatting rules that will allow you to show different parts of the form based on whatever rule you setup.

You can also create multiple forms on the same list by using Content Types and specifying a different Nintex Form for each Content Type used.