Some of the models do - I have the M720q and it has a small form factor PCIe 8x slot on the motherboard, but you need a proprietary riser board (cheap on aliexpress) to convert it to a real PCIe slot, and it takes the place of the internal SATA drive cage and rear port adapters (VGA or serial or what have you) so you can't use those.

I'm using mine as an OpenWRT router with a dual 10 Gbe ethernet card in the PCIe slot ever since I got 10 Gbit internet at home and consumer 10 Gbit routers are expensive and leave a bit to be desired