It’s the fact that Roon needs an SSD for its database for performance reasons, and since the M.2 SSD is the default drive in an NUC, that’s what is used for the ROCK OS and Roon.
More info about the software design of Roon and why SSD performance is required is in Brian’s post here:
You also can’t have the ROCK OS and Roon held on the same drive as your music, hence if you’ve got an internal drive in your NUC holding your music, you will also need a separate M.2 SSD for ROCK and Roon.