Hi Sylvia,
It may have something to do with the lack of ability to enable the hotswap for the msata drive in the bios. The drives in which it's possible to enable hotswap in bios can be unfrozen and securely erased. In NUCs only the sata HDD port can have hotswap enabled in bios, not the msata port.
For extra information to people in the same situation, the only way I found in which I was able to perform the secure erase in the NUC, was by turning the NUC off, removing the msata drive, turning the NUC on without the msata drive and booting it with another drive or usb drive, and then, after the system was all up and ready for the secure erase commands, place the msata drive back on and perform the secure erase. In this way, when you put it back on with the system on it won't be frozen, just like other hot-swapable drives can be in a normal operation.
It is far from the easiest or the best way to do this, it would be much easier and correct if we could unfreeze it in another way from the system, just like the sata port can be unfrozen.