So I figured out what the issue was to this odd problem. Apparently by default, Classic Shell's shutdown option in the start menu uses Windows 10 Hybrid Shutdown mode instead of good old fashioned power off completely. Oddly it seems the hybrid shutdown mode turns off the NIC whereas regular power off leaves it on. Idk why hybrid shutdown turns it off, but the fraction of a second faster boot time is not worth not having wake on lan. For those with classic shell, go into settings and type Hybrid into the search box, and uncheck hybrid shutdown mode.
One more thing. Apparently even using native Windows 10 shutdown it uses this hybrid shutdown mode which turns the NIC off (no link lights). I'm not sure why and maybe an intel engineer can comment to that. I can only assume its a power state the NUC doesn't support? My solution is to use Classic Shell with that option unchecked so I can continue to wake on lan with ease. Also doing a command line shutdown /s is the regular shutdown.
Intel NUCs comply with standard motherboard requirements; NUCs BIOS has an option to Wake on LAN from S4/S5 (Turn it on). It is necessary to get into the LAN and Wireless drivers and enable Wake on LAN option.
In regards Windows 10 Hybrid Shutdown, it is a Microsoft® decision.