If the Intel NUC is from a recently released product, the Windows image may not have the correct drivers yet.
Windows doesn't provide an option for the Intel® NUC to connect to the Internet during the Personalization process.
For recently released Intel® NUCs, it may be necessary to install the network drivers as the Wireless or LAN component on the Intel NUC is new and the Microsoft image doesn't have the needed drivers yet.
All drivers can be found on Intel's Download Center.