There are 2 contributions.
1, resistance to ADH signaling in nephrogenic DI is not necessarily absolute. On a thiazide, tubular fluid delivered to the collecting duct with a thiazide is at a higher osmolarity, so the residual CD water reabsorption will be a little larger.
Posters above have described the other mechanism. There are 2 factors that contribute to urine excretion... how much is filtered and how much ends up being reabsorbed.
Thiazides decrease water reabsorption by blocking NaCl reabsorption. They also decrease plasma filtration. If you take a normovolemic person and put them on thiazides, they will come to a new steady-state volume below what it was before. This increases sympathetic tone and decreases the amount of plasma filtered in the renal cortex (prox tub receives alpha2 input + more renin).
There are two competing influences... thiazides decrease both reabsorption and filtration. There is no a priori way to guess whether total urine volume will be larger or smaller, but it is observed that patients with nephrogenic DI, the smaller amount of filtration is the dominant effect.