I'm still learning NGUI myself, but this is what I've observed...
If you look in the scene view, you'll notice that your NGUI items are very small compared to everything else in the scene. NGUI uses a different camera than the one you use for your scene. So when you look in the game view, you see the output for both cameras. If you try to use raycasting on the main camera, your chances of encountering an NGUI item is unlikely because what you see in Game View is not how things are actually positioned in Scene View. (I tried to change the size of things viewed by the main camera, but NGUI just re-sized its components to be even smaller.)
I'm not sure how NGUI makes it possible to detect button clicks in Game View. To detect raycasting, I'm putting an empty game object with a box collider behind the NGUI items, using the main camera. If you figure out a better way, maybe you can share? .