The only nymph I have is the queen, and I haven't even considered using her in a deck yet.
I think the problem lies not only in the 4
cost for more nymphs, but also in her 9
summoning cost. It's just like the antimatter vs purple nymph argument, except nymph queen decks are extremely slow as well. I don't think it would be asking too much for her to come into play immortal, which removes the need to splash aether in every nymph deck.