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I am going to create a new thread for your issue; the current tread was opened long time ago and it is referred to a different NUC model.
I am going to replicate the issue in the lab. I would be giving you an answer as soon as possible.
We tested it and it worked just fine.
Please check the following:
In the Power Options menu, select "choose what the power buttons do", then select "change settings that are currently unavailable" and de-select "Turn on fast startup".
If fast startup is on this won't work. When you turn it off, it should work.
I hope this helps,