Screenshot might be helpful here.
You can apply the shading to only part of the assembly if you work in context. If you make the subassy or a piece part of your fixture the work part, NX will demphasize the display of the components outside the work scope. You can go to Visualization Preferences-->Emphasis and uncheck Show Edges under Shaded Geometry De-emphasis, that should get you exactly what you're looking for.
Turns out it is possible:
Select the component you want to display as shaded in Class Selection
Check Partially Shaded, click Ok,
Then just select Partially Shaded display in Rendering style( Right click in blank space and select)
All components except the one set in Class Selection will follow the environment( Wireframe)
Wish I could put a screen shot here to make it more clear.