The shape of the connector is the same, yes. Electrically it is completely different.
The Dell server must be equipped to support NVMe drives from the factory. For models that support NVMe packages, Dell will sell one with X number of SATA/SAS bays, or fewer SAS/SATA bays with a mix of 4 NVMe slots. They look the same, but for all intents and purposes, its all different on the inside. Different drive backplane, different cabling, different motherboard connection/adapter. There is no way to convert a server to support 2.5" NVMe. If you want NVMe in a server not designed for it, the PCIe AIC option is your only route.
With VMware, there is no option to RAID. There are no hardware RAID NVMe options on the market that VMware supports. VMware also doesn't do software RAID.