Yeah, the motherboard probably has a slot for a NVM to be directly connected to the CPU, in your case with a 3950x it only has 16 pcie lanes available directly from the CPU. Ryzen 5000 series cpus however can do 1x16 and 1x4 at the same time, probably why the slot used the direct cpu lanes.
Motherboards now have more nvme slots, some use chipset lanes and others are directly wired to the cpu