I have multiple 5th gen i5 with 2.5" drive support NUCs. I a 2.5" ssd drive that has windows installed on it that I use when initially setting up a new NUC. If I open the case and install the SSD drive inside the NUC it will boot up fine. But if I use my usb 3.0 hard drive dock connected to the NUC with that same 2.5" drive in the dock it will start to boot, get to the Windows boot screen, then restart. No changes in hardware other than removing the hard drive and putting it in the dock and connecting the dock to a usb port.
Windows* was not intended to boot from USB, especially after considering the fact that it was installed or it was running through a SATA connection; this is because the operating system was setup with that (SATA) driver during installation. The same happens when you change the SATA controller mode in BIOS after installing Windows*. So, I would consider this as expected behavior.