The game uses deferred rendering. With DX9 deferred rendering games anti-aliasing is not possible. FXAA is not "real" antialiasing. It's a shader, and yes that's what the game uses. Other DX9 games with deferred rendering like Stacraft 2 can't anti-alias either.
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Take a look: http://en.wikipedia.org/wiki/Deferred_shading#Disadvantages
And i saw this in an article from 3 years ago
"We’re also working on adding in support for multisample anti-aliasing (MSAA)."
http://unknownworlds.com/ns2/friday-update-engine-progress-2/
I guess it never made it in ;-;