Some NATs do work with FS2, however if I were to suggest in an example of numbers, of allllllllllll the examples I have ever come across of this problem, or a solution for it, FUBAR is the ONLY person I have EVER met who has managed to have more than one machine on FS2NetD or PXO at the same time (*ingame, not lobby).
If FS2 doesn't actively block it, it's fairly possible that it is ignorant of NATs completely.
No one has ever looked at the network code AFAIK, it's still the original 1.2 network code, which, really is only a bit of polish on FS1's network code (*anyone who complains about lag in FS2 can cry me a river, and should go fly FS1 on a 33.6k modem to a 1mbit host on the opposite EXACT, side of the planet, then I might listen to their complaints
not to say Fs2's network code couldn't still be improved, a lot, I however, have no idea how to go about doing that..).
It was never very tolerant of people on the same IP, that's all I know.