For many boards, they do. And, in many cases it completely depends on WHICH CPU is being used, as to how the lane management occurs.
If you can't boot when you remove drives other than the NVME M.2 drive, then you had them still installed when you cloned or installed Windows to that drive, and you need to remove ALL drives EXCEPT the NVME drive, and do a clean install of Windows on that drive. Most likely, the boot partition is on the drive you are trying to remove, because Windows saw that there was already an existing boot partition and was too lazy, didn't feel the need, to create a new one, or you failed to include the boot partition when you cloned the drive.
In any case, it's probably better if you disconnect all other drives, install Windows and then reinstall any necessary drives. It might also be possible to simply MOVE one of the other drives, after reinstalling, to a DIFFERENT SATA header, that is not disabled. Possibly you could also get a PCI enclosure for your M.2 drive and move it to a PCI slot that would not affect the allocation of lanes to your SATA headers.