If first parties didn't think that NPD was the most accurate source of data for NA, they wouldn't be quoting the numbers everytime NPD releases their report. I wish someone had a collection of the comparisons of NPD vs VGChartz numbers. VGC's purpose is to fill the gap for system wars for when official numbers are not available. I still recall the sensationalist "DS becomes best selling system of all time".
NPD releases monthly numbers 10 days or more after month's end: this alone gives them more time to refine data, a little more for last week, a lot more for the previous ones. Add to this that doing a monthly total naturally filters out variance better than weekly numbers. BTW, giving monthly numbers NPD is able to adjust at least 3 weekly numbers a month before even releasing them added together in the monthly total. If you compare monthly VGC numbers at the same time NPD releases them, so with VGC having the same time as NPD to adjust the data of the first three weeks of the month, they should be percentually closer, on average.