According to a Linus Tech Tips video[1] that I saw a a couple of days ago, you can use PCI nvme drives on the new Mac Pro, but it won't even boot unless one of the proprietary Apple SSDs is connected (because of the T2).
Which makes sense: it needs to load firmware/EFI from somewhere; and in a setup where you expect your own SSD to be a fixed resource in the system, there's little reason to have separate BIOS flash.
[1] https://youtu.be/mIB389tqzCI?t=180