More details: http://www.wilderssecurity.com/threads/windows-10-to-go-still-required-fixed-drive.378528/
Unfortunately, TechNet was of no help either: https://social.technet.microsoft.com/Forums/en-US/e616ce06-8135-4a5c-a7f5-19d6bc76d5a4/windows-10-to-go-still-requires-fixed-drive?forum=win10itprosetup#a63c1381-e904-4ad8-989e-22ce01b5298b