Does GPUDirect Storage require Mellanox NIC?

No, MLNX_OFED is a software for kernel bypass applications. You need this software “MLNX_OFED” in order to utilize DMA between PCIe devices, e.g. storage ↔ GPU. An Infiniband NIC like ConnectX-4 is not required as long as you are only working locally. See my current thread for performance aspects without any installed NIC: