That's just it. NEWT, like similar apps, will use the ARP Cache by default to get the MAC, which is in this case will always be your router's MAC. But, if the NetBIOS port is available (again, try 'nbtstat -a [IP Here]' in DOS), NEWT will use that instead, because it's more reliable. And if SNMP is available, it may use it to get the MAC. If it's a device that doesn't have a NetBIOS port or SNMP, it should then show your router's MAC because the ARP Cache is being used, and in your case, your ARP Table is being "poisoned" by your WAN setup. As far as we know, there are ways to make ARP work over a WAN.
If you'd like please email us a copy of an MRF saved out of NEWT. Please Zip it if over a couple megabytes. We'd then be able to see what you're seeing and could possibly give a better explanation through example.