This is a bug that is affecting the most recent versions of Windows 10. I don’t know which versions, except that I can confirm it affects 2004 and 20H2 versions. If you create a recovery drive within Windows, you cannot use it to recover to M.2 NVMe drive. When you boot to the USB recovery drive, the option “Recover from a drive” is missing. This is a bug Microsoft is aware of.

If you buy a computer with a traditional hard drive (for a discount) and want to re-install Windows on a 5-year warranty NVMe drive, your only option right now is a fresh install. That actually might be a good thing so that you can avoid all the bloat pre-installed on a computer.

When I get a chance, I will try to downgrade the Windows 10 version to see if this will fix the problem.