I'd imagine the use of an adapter is your issue. Do you have another system with a real m.2 slot you can connect it to temporarily for the purposes of carrying out this action?
msecli is a low level program specifically for interacting with the drive. It's likely not expecting to find an m.2 drive at the end of a sata port. All your other programs that work fine won't be interacting with the drive as directly as that utility.
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