We study quantum aspects of the target space of the non-linear sigma model which is a low-energy effective theory of the gauged linear sigma model (GLSM). As such, we especially compute the exact sphere partition function of GLSM for KK$5$-branes whose background geometry is a Taub-NUT space, using the supersymmetric localization technique on the Coulomb branch. From the sphere partition function, we distill the world-sheet instanton effects. In particular, we show that concerning the single-centered Taub-NUT space, the instanton contributions exist only if the asymptotic radius of the $S^1$ fiber in the Taub-NUT space is zero.