Sure this works?

It does.

nvme_req_needs_retry() checks blk_noretry_request():

The original idea here was to _set_ these bits on multipath path devices
so that they won't attempt any retry, but rather forward the I/O error
to the multipath device itself for failover.
So if these bits are set (as they should be for multipathed devices)
we'll never attempt any failover...

While that might have been the "original" idea, it isn't what this code
does.  We never set any of the REQ_FAILFAST_* bits in
nvme_ns_head_make_request.  In NVMe there aren't really any device
equivalents of REQ_FAILFAST_ that make sense for multipath.  The only
one that we map to is the limited retry bit, and that is media centric,
so a failver would not help.