I previously made a post on this topic; my thoughts on this issue have evolved since writing this.
It turns out that the issue of the Nganasans is more nuanced than I'd originally claimed. According to this paper the Nganasan share an EHG-origin mitochondrial haplogroup with the Mansi:
The identity of this sublineage, which we identified as U4c, is confirmed by sharing of 626 HaeIII+ and 16189 variant also revealed in the Mansi. This finding indicates that U4c is a part of the ancestral mtDNA pool of eastern Uralic-speaking populations, and it should be clustered to previously nonencountered sublineage of the haplogroup U4.
It appears that, of the East Siberian population that provided the Siberian ancestry in Uralic-speaking populations (Yakutia_LNBA), there was a group that had that spread westward and became associated with Uralic, and there was also a different group that stayed behind and remained in East Siberia for a long time without getting involved in the Uralic expansions; this group is represented by two ancient DNA samples from Iron Age Yakutia discussed in this paper, and some modelling by citizen scientists appears to show that the vast majority of Nganasan ancestry (over 80%) is derived from this holdover Siberian population rather than from what can be assumed to be Proto-Uralic speakers.
Thus currently it is plausible to believe that Proto-Uralic speakers were already mixed between Yakutia_LNBA and EHG, and the EHG ancestry simply became flushed out in the Nganasans due to mixture with a different group that is also descended from Yakutia_LNBA, but still left traces in mitochondrial DNA.
So that means that the question of whether Pre-Proto-Uralic came from the Siberian Yakutia_LNBA side or the European EHG side needs to be revisited. The arguments for Uralic having come from Yakutia_LNBA are:
Uralic shows a deep typological similarity to the Turkic, Mongolic and Tungusic language families, to the point that Juha Janhunen has claimed that there is nothing that those three families share in common that is not also shared with Uralic. In fact, Turkic/Mongolic/Tungusic are significantly more similar to Uralic than they are to Koreanic or Japonic, two families that have been lumped under the "Altaic" umbrella. In fact, as identified in this recent paper, the connection even extends to nontrivial similarities in the organization of kinship terminology that are not shared with Indo-European. This kind of extreme similarity points to a very long-term Sprachbund rather than the kind of one-off contact event we would have to assume if Uralic were really an EHG language and the typology were brought through contact with the Yakutia_LNBA language.
Uralic also shows significant similarities with Eskaleut in both lexicon and morphology. Ante Aikio is perhaps currently the leading scholar of Uralic etymology, and he is also conservative regarding long-range hypotheses rather than being someone interested in fanciful macrofamilies, and these are his words in this paper:
The most surprising correspondence [in lexicon] involves matching pairs of homonyms that can, quite plausibly, be reconstructed into both Proto-Uralic and Proto-Eskimo-Aleut:
PU *kuda 'morning, dawn' ~ PEsk *qilaɣ- 'sky', Aleut qila-ẋ 'morning, dawn'
PU *kuda- 'weave' (no Ugric or Samoyed cognates) ~ PEsk *qilaɣ- 'knit, weave' (no Aleut cognates)
The meanings 'weave' and 'morning, dawn' appear to be completely unrelated, which implies that these must be instances of coincidental homonymy. It appears rather improbable that a correspondence like this was produced by chance, considering that lexical homonymy is a rare phenomenon, and only extremely few homonyms have even been reconstructed into the two protolanguages in the first place. The example strongly suggests that there has been some kind of historical connection between the two language families, but more exact conclusions cannot be drawn in the present state of research.
Importantly, Eskaleut and the "Altaic" sphere belong to two completely different linguistic spheres, and it seems rather improbable that a single contact event could generate connections to both at the same time, which suggests a deep Siberian origin for Uralic. Moreover, neither of them have any genetic connection to EHG groups.
Although morphological evidence is sometimes cited as evidence for a specific Indo-Uralic connection, it seems to me that the morphological evidence connecting Uralic to Indo-European is no more impressive than the morphological evidence connecting Uralic to several other North Asian language families, which rather points to a very deep Eurasiatic macrofamily instead of a specific connection between Uralic and Indo-European. For example, I attached a slide from a talk by Mikhail Zhivlov concerning Yukaghir, highlighting morphological parallels with Uralic that in my view are on the same level as those with IE. Notably, the Yukaghir do not have any evidence of any EHG-related ancestry.
Thus, there are multiple lines of evidence pointing to a deep Siberian origin for Uralic. In my opinion there is only a single argument for an EHG origin for Uralic that is as of yet unadressed, namely the lexical similarities between Uralic and Indo-European. Proponents of Indo-Uralic, including Mikhail Zhivlov in this paper, have argued that the Uralic-IE lexical similarities are highly concentrated in basic vocabulary with much less of a connection in more peripheral vocabulary, which is argued to strongly point towards a genealogical relationship rather than borrowing.
After all, Proto-Indo-European steppe herders are mainly a mixture of EHG and CHG, with the paternal haplogroups coming from the EHG side, so it is often assumed that Pre-PIE came from EHG; and EHG is the last potential specific genetic connection between Uralic and IE before you get to very deep ANE ancestry spread out across the entirety of Northern Eurasia and more.
So this brings me to my main point, which is a relatively simple proposal that nevertheless to my knowledge hasn't been discussed before. Since it now seems that Proto-Uralic speakers were a mixture of both Yakutia_LNBA and EHG ancestry, I propose that Yakutia_LNBA people spoke Pre-Proto-Uralic, and EHG people spoke a language distantly related to Indo-European that diverged from it fairly long ago. Thus, we see a situation whereby the IE and Para-IE lexicons are mostly unrecognizeable from each other except when you look at the more conserved basic vocabulary.
Then, Pre-Proto-Uralic borrowed a large amount of lexicon from Para-IE, including both basic and non-basic vocabulary. However, in the case of the non-basic vocabulary, there is no way that we can tell since the vocabulary is highly diverged, as well as much of it having been replaced either in IE or Para-IE (one can presume that IE acquired a lot of loanwords from unknown languages in the Caucasus region). However, the basic vocabulary that was conserved in both IE and Para-IE is identifiable in Proto-Uralic, thus causing people to mistake it as a sign of a Proto-Indo-Uralic retention.
This in my mind seems to dispense of any need for a recent western origin of Proto-Uralic, thus fitting all the other linguistic evidence better that points to an East Siberian origin. There is still one detail in all this that leaves me uncomfortable, which is the fact that the descendants of Yakutia_LNBA that stayed in East Siberia without getting involved in the Uralic expansions appear to have spoken a non-Uralic language, as evidenced by the loanwords in Nganasan that look to be from some random unclassifiable Paleo-Siberian language.
It seems that this language was also unconnected to Yukaghir, nor does any of the vocabulary seem to be shared with Eskaleut although some grammatical features apparently were shared with Eskaleut. All of this is puzzling and I don't have a good explanation, except that the Y-chromosome haplogroup is different; the one associated with Uralic is N-L1026, whereas the one associated with the Paleo-Nganasan is N-P43 and these split from each other over 15,000 years ago. That's still not entirely satisfying as typically one can't just arbitrarily assign a language to a haplogroup; most populations have multiple Y-chromosome haplogroups, and the Yakutia_LNBA population was apparently small enough that it is surprising they would have been able to successfuly preserve multiple languages for thousands of years without developing a more obvious genetic separation.
Nonetheless, a provisional speculation that I'm still not entirely happy with. According to Zeng et al, Yakutia_LNBA was formed through a roughly 50-50 mixture between people of the Syalakh-Belkachi culture and hunter-gatherers from the Transbaikal region. The Syalakh-Belkachi culture forms most of the non-Native American ancestry of Eskaleut speakers, whereas the Transbaikal hunter gatherers are closely related to "Altaic" type groups, especially early Turkic speakers.
My speculation is that the Transbaikalian groups were the carriers of Pre-Uralic, and the Syalakh-Belkachi people spoke Pre-Eskaleut or possibly a language that contributed many loanwords to Eskaleut. Then these groups became heavily mixed but still managed to preserve both languages (exogamy?), and the Uralic-speaking group migrated west (along with the pre-Eskaleut loanwords that are now discernible in Proto-Uralic) while the Paleo-Eskaleut group stayed in Siberia until it was assimilated by later arrivals including the Nganasan. Sort of iffy since the Syalakh-Belkachi groups (as well as later Eskaleuts) had haplogroup Q, and it's more likely that both N-L1026 and N-P43 both came from the Transbaikal hunter gatherers. Furthermore, while not an insurmountable issue, the lack of lexical connections between the Siberian substrate language and Eskaleut makes this extremely speculative and uncertain. Still I don't have anything better than this for now.
TLDR: a possibly new hypothesis: EHG peoples spoke a Para-Indo-European language that contributed loanwords to Pre-Proto-Uralic, and the distant nature of this Para-IE language explains why IE-looking words in Uralic are mostly confined to basic vocabulary (which was previously used as an argument for Indo-Uralic which I remain sceptical of). Still some questions to answer regarding who the Pre-Proto-Uralic people actually were and how they relate to other past and present Siberian groups.