The default item max age in NuGet proxy repositories is set to 1440 minutes (I'm not sure why, artifacts should be immutable).
When it expires for a a path Nexus issues a request to the remote to check for updates. Unfortunately, it uses the full path of the artifact, e.g.:
This doesn't work for NuGet feeds, it results in a 400 response. This 400 response causes the repository to auto-block.
Note that the initial download of an artifact doesn't do this (even if the full path is requested through the proxies /content URL), it uses the right path for NuGet: