R730 boot from M.2 NVMe (in PCIe slot)

This has probably already been answered, but it seems that while the R730 detects NVMe drives plugged in via adapters to the PCIe ports, it will refuse to boot an OS from them.  This seems to be a limitation of the BIOS itself.  The CPU is capable of linking up to the drive, and the option even shows up in the UEFI menu, but it's greyed out as an option and will fail to boot when it cycles through the items in the list.

So instead, I'm stuck using another SATA or SAS drive to run a bootloader, then use that bootloader to actually boot from the NVMe.  What is Dell's purpose for limiting the BIOS in this way?  What am I supposed to buy that lets me use the hardware how I actually want to?