Hhmmm, it is supposed to work. Have you tested using the latest available BIOS?
There are dongles that can emulate a monitor being present and thus avoid this issue completely. Check out this (US$15) dongle on Amazon: Amazon.com: CompuLab Display Emulator (fit-Headless). Same company makes one that emulates a 4K monitor as well (though more expensive).
Hope this helps,
This message was posted on behalf of Intel Corporation
You can try to plug an Extended Display Identification Data (EDID) emulator into a graphics port on the Intel NUC. Some customers have reported success with devices like Fit-Headless*, VGA Dummy*, or Dr. HDMI*.
Please check how to use Intel NUC as a headless Linux here:
This is a link that I found that can be helpful for you.
NOTE: This link is being offered for your convenience and should not be viewed as an endorsement by Intel of the content, products, or services offered there.
Please let me know how it goes.