This is exactly why the Socket API in WinRT has Nagle off by default. The old way of dealing with sockets was to treat them like buffered files, or to drive them from a keyboard (so that Nagle is useful). But newer socket programs seem to just make a full chunk of information, and send it at once. Those newer programs either turn off Nagle, or would be improved if they did.
So we bit the bullet, and decided to make Nagle off by default.
That's easy to say but the bad interaction happens when the algorithms operate at opposite ends of the connection, and you often don't control both ends.
The bottom line is, you need to understand the semantics of your application protocol to best know how to apply them.
So we bit the bullet, and decided to make Nagle off by default.