I can only connect 9 nvme devices. When I try to connect 10th device it is failing

Does the dmesg reports as well “Connect command failed, error wo/DNR bit: 6”

Unload the nvme module:
modprobe -rv nvme

Reload it with this parameter:
modprobe -v nvme num_p2p_queues=1

Note : If you are planning to configure high availability (e.g using multipath), you’ll need to set this parameter to 2 (1 for each NVMEoF port + subsystem couple).

Verify:
cat /sys/module/nvme/parameters/num_p2p_queues
cat /sys/block/nvme#n#/device/num_p2p_queues

Attempt to re-connect