@gic_nx I believe the KeyShot Nurbs option along with a few others (HDRI editor) is only available in KeyShot Pro or above which is why it is not activated in KeyShot CAD/HD. You would have to upgrade your KeyShot license through the KeyShot.com site to get that feature.
@gic_nx Have you tried using the sharpen button on the View tab before exporting to Keyshot?
The sharpen function decreases the polygon (facet) size for rendering which makes it more detailed. I think, though I'm not sure, that this is then what gets exported to Keyshot. Hence if you sharpen your graphics view before exporting, the resulting render will hopefully be smoother.