Its a Windows 7 thing. Win 7 doesn't have built in NVMe drives to be able to just install on an NVMe SSD. You either need a SATA SSD or install Windows 10.
Yes, people have managed to install Windows 7 as a boot disk on NVMe but its complicated....and in my opinion not worth the trouble. I put an NVMe SSD in my X1 yoga and even the pain I went through getting Win 10 on there was rediculous, and I build a crap-ton of computers across a slew of different hardware setups and it gave me fits. Then in the end the NVMe drive is running hot & and I might roll back to SATA anyway.