Mappings have a direction (write/read) and you may observe differences when changing it.
Nearest Neighbor works by just getting the value from the closest mesh node in the other mesh.
Nearest Projection works by projecting the target node to the nearest element (cell, face, edge, or node as fallback) in the other mesh, and interpolating there. This requires that the other participant has defined more elements than just mesh nodes.
Try moving the mapping from the one participant to the other and converting it from write to read. You may need to change a few more things (the config visualizer will help you: Config visualization | preCICE - The Coupling Library).
Some filtered-out vertices are normal, but still, this will change if you change the direction of the mapping.