The option to boot into Network is the "Legacy PXE". which normally involves booting a computer from firmware which means it loads data contained on a read-only-memory (ROM) or programmable read-only-memory (PROM) chip instead of booting from a data contained on a magnetic media(HDD). Based on this information we get reference to the terminologies "PXE boot ROM" or "PXE boot PROM".
When the Intel® NUC is booting from ROM or PROM it removes the dependency on an electro-mechanical device (the physical hard drive HDD) which enhances reliability and eliminates drive read-write errors. With current memory technology, booting from ROM or PROM is faster than booting from mechanical or electro-mechanical drives, thus "PXE" can be also used to boot a computer from a network.
Based on this information. Are you trying to boot to a PXE boot ROM" or PXE boot PROM" image?
Which Operating System are you trying to Boot?