It’s my best guess at this point.
It looks like your system has a security feature that’s locked the drive. Security implementation is vendor specific (not defined by NVMe). nvme-cli doesn’t have device specific unlocking capabilities.
Look for a secure erase ability in the UEFI/bios itself. Have a close look under advanced.
Furthermore you could search if WD has special utility software for your drive, that can perform a secure erase.
