Hi,
you are using Nginx as a web server, meaning it's not functioning as a reverse proxy. When you choose Nginx reverse proxy in Kloxo-MR, it will always use Apache to proxy the non-TLS connections to. So the latter will give you the mod_rewrite, while the former (Nginx as web server ALONE) doesn't support mod_rewrite per se in .htaccess file, but you can create custom Nginx web server rewrites directly.
So if mod_rewrite is a MUST, use Nginx proxy + Apache