Ok, i'm going to admit that you found a bug. I'll make sure this gets flagged to support.
The issue is when you create a multi select column in Modern SharePoint list mode, then the multi select property isn't read correctly.
Workaround: For now, just go to List Settings, select your column to change it's settings and change the setting to Radio Button, click OK, then immediately (from list settings screen) click on the column again and change the setting to Checkboxes (allow multiple selections), click OK. Then open the form by clicking +New for a new item if you have already published the form. It will show the control correctly now, I didn't even have to go to the edit canvas in Nintex Forms and do anything, just jiggle the handle and it was corrected.
Any new column created from List Settings and set to checkboxes mode will be seen that way in the Nintex design canvas. The issue is when these columns are created from the modern mode.