The people in the forum at MS Technet Mounting ISO : "sorry, there was a problem mounting the file" are not any further we that problem than we are. At least I could find confirmation that this is a pervasive issue and I am not alone with it.
It has been suggested in that and other threads that the "sparse" property of an ISO could be the culprit. I checked this with the
fsutil sparse queryflag <PathToYourISO>
command in one case of an ISO on a network drive and can confirm that the file was not marked as sparse.
I have also checked if it works when I access the NAS folder not by its network drive letter (N: ), but via its network address \\NAS\\..., but it makes no change.
At this point, it seems there is no solution unless you use third-party software, as we used to do before Windows 8. The bottom line is that the mounting feature is not a real improvement of the OS as it is buggy or not well designed. This is even more astonishing as nowadays many users have NAS drives in their home.