It did get a lot of funding from the NSF in the early days, but the federal government didn’t start pushing for public access to research done through grants and contracts until 2013. Before then it was only work done by federal agencies that was non copyrighted.
The National Science Foundation also didn’t start funding Mosaic until 1994, which was after CGI had been released.
NCSA gets a lot of its funding from the private sector with partner programs, the University of Illinois, and the State of Illinois as well.