This has been an issue for quite some time. It probably depends on how the Ubuntu team build their drivers but this is highly annoying, especially on an Optimus laptop.
I use Nsight almost daily on Windows and naturally, it works as intended (except for occasional crash). On Ubuntu, with an Optimus machine (like my Acer VN7-592G) I have to fiddle around with the manually installed proprietary driver to get anything out of Nsight. It works flawlessly afterwards, but manually installing and maintaining NVIDIA drivers on an Optimus machine is a pain and it doesn’t always work as intended - I have had major problems this way, up to X not starting up anymore or getting stuck on a black screen.
In terms of support, the drivers provided by ppa:graphics-drivers/ppa should be more than enough (415.xx). Sadly, there isn’t any information on why the interception of the process doesn’t work with the packaged driver. The debuggee simply crashes immediately and Nsight reports a failure to connect.
Any ideas on how to proceed here? Better to file a bug report with the Ubuntu team?