Ah, I'm pretty sure NXEngine does not fully support any language other than English. Most likely the reason why some Chinese characters show up is because the text shown are image files, and not the game actually trying to draw text. You would need to modify NXEngine to support drawing Chinese...
You do have a valid point...
...but that wasn't meant to soften any blow. It's meant to be a statement. Nicalis' translation was not so good, but it's not so bad that you have to chuck the game out the metaphorical (or literal, if you have the Switch version or Cave Story 3D) window; in-fact...