that NaN definition only works for SNAP because it is thefined there what value stands for NaN
Every pixel must have a given value, either 0 or -9999 or -32768… It is defined in each software how these are interpreted, it cannot be ‘nothing’.
In ArcMap you also can determine the transparent pixel value in the layer properties under symbology.
Alternatively, you can perform a reclass and assing “NoData” to 0 which basically does the same as the formula above but for ArcMap.