Anything on a separate disk can be simply remounted after reinstalling the OS. It doesn’t have to be a NAS, DAS, RAID enclosure, or anything else that’s external to the machine unless you want it to be. Actually it looks like that Beelink only supports a single NVMe disk and doesn’t have SATA, so I guess it does have to be external to the machine, but for different reasons than you’re alluding to.