As you seem to realize, Ubuntu needs the NVMe drive to be run in that mode, which means AHCI.  If you want to change the OEM setting for the drive so it will run as NVMe for Windows you will need to go through the controller change scenario.

Open msconfig.exe and set the system to boot into safe mode.  Then restart your system and go into the Bios to reset the SATA controller to AHCI.

Then reboot the system and allow it to boot into Safe Mode.  Once there, open msconfig.exe again and change it back to a normal boot.  Then reboot the system and it should come back as the NVMe version.

A couple of other comments, the first being the M.2 drive may suffer a performance loss if it does not have an OEM NVMe driver, such as Samsung has.   Secondly, Since the 9365 does not show Ubuntu as an approved OS, you may not have some drivers for all devices.

I currently have the SATA controller disabled in the Bios which saves me 1% per hour battery drain while in Modern Standby with the drive run using the NVMe controller.