Normal QGD:
Why QGD starting with Nf6?

Sometimes I think about this too, and don't really get it either. Perhaps after d4 nf6 bf4, they could play a kings indian to avoid the london (i'm pretty sure you're still not in a london), as if you were to play d4 d5, they could play bf4 and you'd be in a london.
As you mentioned, it could be possibly to avoid the Queens gambit exchange variation, which is slightly better for white.
Or maybe it's just to look cooler because you move the knight instead of a pawn.
As with everything there are advantages and disadvantages even if sometimes small
Against the Nf6 / e6 move order the white certainly not always plays 3. Nc3. He also often plays g3 or Nf3 (this is possible after d5 as well but just less likely). After both 3. Nf3 and 3. g3 black has additional options.
1. Against 3. g3 he can play c5 entering a variation of the Benoni that is quite decent for black and avoids the catalan
2. Against 3. Nf3 he can of course play the queens or bogo indian (although admitted this not very likely if you play d5 against Nc3) but if you don't Nf3 can be seen as a small win because it gives white fewer possibilities than Nc3 for example in the exchange variation Ne2 is considered stronger than Nf3 Edit or you like the Benoni but want to avoid the (very dangerous) f4 lines.

There are many reasons:
1) Psychological - in some cases, White will play 3.Nf3 to prevent the Nimzo. You have no intention of playing the Nimzo, and will play 3...d5 either way, but you will get a higher percentage of Nf3 lines, preventing Exchange lines with Nge2.
2) Avoids 1.d4 d5 2.Bf4. Maybe against the London, they plan to play a different line without ...d5.
3) Avoids the Blackmar-Diemer Gambit. After 1.d4 Nf6 2.Nc3, maybe you are a French player and would be happy after 2...e6 3.e4 d5.
I see some Black players who play d4 Nf6 c4 e6 Nf3 d5 Nc3, and even when White allows Nimzo Indian with Nc3 they play d5 going to QGD. Why?
I understand that doing this prevents White from playing QGD variation of exchanges, but is there another advantage? Does it have any disadvantages?