It's not really CF Express card. It's a custom SSD using a CF express connector. The connector isn't where the expense comes from. For MS's part, they've gone with a cheap as possible NAND and controller. The cooling's cheap/clever as well.
cheap is your superpower right?
Closest datasheet was here...
https://www.skhynix.com/products.do?lang=eng&ct1=55&ct2=58&rc=tlc
Couldn't find a part number decoder on their site, but I found something similar here...
Tommy McClain