No, there’s no way to do this with HA and the Z-Wave integration. You should switch to Z-Wave JS UI if you want to do NVM backups.
Or you can temporarily remove the USB stick from your HA server and make a backup using the Windows PC Controller software.
You should also be aware that the NVM backup of a Nortek with its original firmware cannot be restored to a newer and different model of controller, it can only be restored to the same Nortek, unless you perform a (difficult?) firmware upgrade. In other words, an NVM backup for this device is almost useless (IMO) unless you have a spare Nortek to restore to. There’s really no point in buying a new Nortek at this day and age with better Zigbee and Z-Wave controllers available.