Without your full system specification I cannot comment on what is normal or not.
Anyway, here is the procedure for install of Windows 10 on NVMe drive.
1 - Make sure you unplug all SATA and USB drives, the M.2 drive has to be the only drive installed.
2 - Go into the bios, under the boot tab there is an option for CSM, make sure it is disabled.
3 - Click on secure boot option below and make sure it is set to other OS, Not windows UEFI.
4 - Click on key management and clear secure boot keys.
5 - Insert a USB memory stick with a UEFI bootable ISO of Windows 10 on it.
6 - Press F10 to save, exit and reboot.
7 - Windows will now start installing to your NVMe drive as it has its own NVMe driver built in.
8 - When the PC reboots hit F2 to go back into the BIOS, you will see under boot priority that Windows boot manager now lists your NVMe drive.
9 - Click on secure boot again but now set it to Windows UEFI mode.
10 - Click on key management and install default secure boot keys
11 - Press F10 to save and exit and windows will finish the installation.
Once you have Windows up and running, shutdown the PC and reconnect your other SATA drives.
Hope you find this helpful.
