In these sentences the gender is not based on the object, but on the subject (the people).
Nessuno vuole vedere Roberto.
Since Italian has only two genders, when talking about a general group of people the masculine form is used (some languages have a neuter form, but this is not the case for Italian). This nessuno refers to everyone in a certain group of people, or humanity in general. If, say, the object were a female human being, Roberta, you would still use nessuno because the gender is subject-dependent: Nessuno vuole vedere Roberta.
Now for your second sentence. Nessuna di noi vuole andare a scuola!
Nessuna is a bit more specific in this case, because it tells the reader that the subjects (the people who don't want to go to school) are all girls. Be it 2, 3, 10 girls, you would always use nessuna.
But: If in this group you add 1 boy, 1 boy only, then the rules change and you must use nessuno. When the subject is a mixed group, no matter the ratio between males and females, the masculine form is always preferred!
The object (Roberto, scuola) has nothing to do with the gender you have to choose because nessuno/a acts here as a subject. When nessuno/a is used as an adjective, that's the case where it's object-dependent. To summarize:
- male group > nessuno
- female group > nessuna
- mixed group > nessuno
Hope this helps!