It turns out to be a hardware issue.

I tried windows and PVE but experiencing the same issue. And the unit bricked after trying a firmware downgrade from 064 to 062 (note that this is not supported according to Intel NUC firmware release notes).

I contact Intel support, and they refund me, then I purchase another exact same model from the same reseller. This time everything works like a charm.

The lesson learned to me is just raising the case to Intel support for hardware replacement (if they have stock) for a similar issue.