As per issue reported here:
the behavior when installing a package from a hosted repo is different to that from nuget.org, a nexus proxy to nuget.org, using klondike, or using nugetserver.org's implementation.
In all cases except the nexus hosted repo, the behavior is the same - the others all return the .NET Framework version and it's dependencies whereas the hosted nexus repo returns the .NETCore version and it's dependencies.
The referenced thread contains a project which will demonstrate the problem but as a minimal example of the problem, create a new empty nexus repo and put only System.Threading.Tasks 4.3.0 in it - you can get that from here: https://www.nuget.org/packages/System.Threading.Tasks/
You can see that the .Net framework version has no dependencies at all, whereas the .NET Core version has dependencies.
Now create an empty folder somewhere and in that folder, try to install System.Threading.Tasks and you will see the output as per the nuget-nexus.jpg image I attached. The package failed to install because of the .NET Core dependencies which are not available in this repo.
Then try the same thing with a local klondike instance - or indeed with nuget.org, though of course this will have all the dependencies available so you aren't really comparing like with like (ie repositories containing only this single package).
The attached nuget-klondike.jpg image shows that using the klondike repo, the package was successfully installed.
I was using the latest nexus-3.6.0-02 from your website.