Encrypted folder on a NAS?

I understand that I can create and use an encrypted folder by creating a .vhd(x) file, mounting it as a virtual drive, and encrypting the drive with Bitlocker. And I know that that .vhd(x) file can be moved (or copied) to other local drives and still be mounted (although I haven't tried encrypting the moved file). But if I move the .vhd(x) file to a NAS and try to mount it, the mount fails. First I get the "Do you really want to do this?" nag:

(which I could cope with, but I don't appreciate), and then I get the failure


Is there some way around this?

After moving the file, did you Decrypt it first before trying to Mount it?
If you move it back, can you Mount it?

I haven't even done the encryption - not trying Bitlocker yet. This is just moving / mounting the vhdx file. I was able to mount it when it was on the original internal SSD and when I moved it to an external USB-attached HDD but not when I moved it to a NAS.