This is probably a combination of miscommunication/simplicity. He probably means all of his important/archived files (as opposed to all the fluff on a workstation OS), and it's pretty simple to work with most files directly from the NAS. This is what I do with the files on there as I have no need for workstation backups, and I just treat the NAS as a Master Data repository. It's my source of truth.
There are a few problems with this approach (if you are not the only user) in my experience.
1. Training your users how to use the NAS in this intended usage scenario.
My wife and son both use my NAS as well. I would have to teach them how to work with and save files to the NAS. Both of them are heavy users of their 'desktop' directory on windows. Alternatively, I could redirect their profiles to NAS shares and have them work directly on the NAS without any training, which brings me to problem 2.
2. If, for whatever reason, your NAS is not up (maintenance, updates, upgrades, etc), logging into client machines becomes painfully slow as the system tries to locate the profile that is currently disconnected. This can cause issues with loading desktops, images, etc. Sometimes even reverting to a default empty profile, causing even more confusion.
3. If you redirect, there are certain applications that look for a hard C:\users\username profile. So then things magically appear in the C: drive when you meant for them to go directly to the NAS. This was something I ran into on windows 7 a few years ago when trying to do this.
I have found the easier option for my wife and son is to have backups automated for them to their own user shares, and utilize snapshots so they can revert any file for the last 2 weeks. If there is a file that is older that they need, its available for me to restore from crashplan.
At least with this configuration, they can work completely disconnected from the NAS and I don't have to troubleshoot slow logins or misclicks when they should have saved a file on the NAS but instead saved it to their C drive and messed something up. Backups are done with rsync and delta copy so they just resume when the client can talk to the server again.
Really it all boils down to the complexity of your network and who your target audience is.