To allow booting Alpine Linux from a NVME device, support for it needs to be added to the initramfs. Add nvme to /etc/mkinitfs/mkinitfs.conf and rebuild the initramfs.
nvme
/etc/mkinitfs/mkinitfs.conf
# mkinitfs -c /etc/mkinitfs/mkinitfs.conf -b / $(ls /lib/modules/)