NVMe requires EFI booting. In some UEFI implementations, if you say "BIOS + UEFI" or however it puts it, CentOS will put a `/biosboot` partition on the disk, not `/boot/efi`, giving exactly the symptom you report. Put it into pure UEFI mode, ensure the partitioning step creates `/boot/efi`, and I bet your symptom will go away,