You’re touching on several topics, but mostly around storage and not ASR.
I don’t have any experience with NetApp Files. As for the WORM requirement, we do have immutable storage for Azure Blob storage.
For the point/question about copying files from on-premises to Azure, you would not use the Mobility Agent for that, since that is for VM level replication, not storage account replication.
Have you looked into Azure File Sync?
You haven’t specified what environment they’re coming from (ie. VMware, Hyper-V, or physical), but if you look at the Storage subsection in the ‘Support matrix for disaster recovery of VMware VMs and physical servers to Azure’ documentation, it shows that Guest/Server NFS is not supported.