Good news for all STRIX X399-E owners out there! I contacted ASUS support a few times since November asking for a BIOS update for my STRIX board and never received a positive answer up until now. ASUS Support provided me with a new BIOS release version 0503 that should now support NVMe RAID. I don't have any further information because there are no release notes in the zip and I also wasn't able to flash it yet. I will do so on the weekend and let you know how it went unless someone is faster then me.
You can download it from here:
Mediafire Download