Precision 3630 won't boot after shutdown Windows

Machine with latest BIOS. After shutting down Windows 10, the machine will not boot when the power button is pressed; it cannot find a boot device. When the power cord is pulled and plugged back in, the machine boots without problem. Checked all cables. Re-seated the m.2 'drive'. reset BIOS to BIOS and Factory-default. Doesn't make a difference. Ran a self test and it doesn't find any problems. What could cause this behaviour? And how to fix it?