You can RAID NVMe, but you just can't RAID them with a traditional RAID controller. For example, if you're on an Intel CPU and running compatible Intel drives then you can use their Rapid Storage Technology enterprise software to create a RAID between the two disks. I know some Dell servers have a special PCIe controller that does the RAIDing instead of the CPU.
The other option is to use your OS's native RAID functionality. On Windows this would be Storage Spaces and on Linux this might be mdadm or zfs.
If this is a multi-socket system, then you need to make sure that all the drives you are putting in a single RAID array are connected to the same CPU socket, otherwise the performance of your array will suffer. If these are PCIe-based NVMe disks then your server should have which CPU each PCI socket is connected to in its documentation. If these are U.2 or M.2 drives then you might have to dig further to find out which CPU they are connected to if it's not marked or documented.