An attacker with physical access can abruptly restart the device and dump RAM, as analysis of this memory may reveal FVEK keys from recently running Windows instances, compromising data encryption.
The effectiveness of this attack is, however, limited because the data stored in RAM degrades rapidly after the power is cut off.
The key has to be stored somewhere to be able to use it. This is full disk encryption, so every single sector that is read or written (except some boot and kernel stuff, presumably) needs to go through that encryption key. You could maybe store it in a cryptographic coprocessor that uses SRAM for the key and key schedule, but those are very uncommon now that AES-NI is popular. And I don’t think AES-NI has any special registers that could help here.