It's likely an AHCI rather than NVMe based PCI-E SSD. They came out briefly as something faster than SATA but before the NVMe standard was established.
It likely also supports SATA and has fallen back to that mode, due to lack of UEFI support (e.g. AHCI turned off, or may need to run with CSM or legacy options set)
Only other though would be if the PCI-E slot you are using hasn't got enough lanes. E.g. if you've stuck it in a PCI-E 16x slot (i.e. the type used for GPU), whether it's only being supplied with 1x lane rather than the 4x required.