If you need an active partition for the thing to work, then you are most definitively booting with BIOS/MBR (or is it possible for such a bug to still linger after a decade?)
Anyway, I just checked the Z370AG5 bios with uefitool and I see no nvme reference.
I wonder if gigabyte itself isn't relying on a legacy BIOS option rom (which you aren't clearly using since CSM is disabled), but your plextor SSD has an UEFI one that even though not being accepted by the setup GUI, eventually works when it's time to matter.
Intel also has some very.. diversified guidance across vendors.
Anyway, I just checked the Z370AG5 bios with uefitool and I see no nvme reference.
I wonder if gigabyte itself isn't relying on a legacy BIOS option rom (which you aren't clearly using since CSM is disabled), but your plextor SSD has an UEFI one that even though not being accepted by the setup GUI, eventually works when it's time to matter.
Intel also has some very.. diversified guidance across vendors.