NFS doesn't have a concept of immutable files, which is why you get the error. I'd suggest that you just remove write access from everyone instead, which is probably close enough for your purposes.
$ > foo
$ chmod a-w foo
$ echo bar > foo
bash: foo: Permission denied
The main differences between removing the write bit for all users instead of using the immutable attribute:
- The immutable attribute must be unset by root, whereas chmod can be changed by the user owning the file;
- The immutable attribute removes the ability to remove the file without removing the immutable attribute, which removing the write bit doesn't do (although you can change the directory permissions to disallow modification, if that is acceptable).
If either of these things matter to you when dealing with authorized_keys, you probably have a more fundamental problem with your security model.