The NMI is a special interrupt on ARM Cortex-M architecture: as the name indicates, it cannot be ‘masked’ by the usual ‘disable interrupts’ flags (PRIMASK, BASEPRI), similar to the Reset signal.
Dealing with the reset signal is kind of obvious, and most designs and boards have it routed to a reset button or similar. The NMI is less obvious if you don’t pay attention to it: most ARM-Cortex implementations and boards have the NMI signal routed to a pin and are ‘hiding’ it in the schematics behind a normal GPIO pin or port: if you don’t pay attention to the NMI functionality, the board might not work as intended.