UD7 Router and Pro Max 16 PoE Switch - Question

To preface, I am trying to connect these two:

• 10g UGREEN NAS (m.2 + HDD for cold storage)
• 10g PCIe Adapter Main PC (Work Station)

The Pro Max 16 PoE Switch lives in my closet where my fiber ONT device sits. It has two SFP+ slots that I have added the RJ46 adapter into. One of the SFP+ slots connects directly to my main PC. The other one I haven't used yet.

My UD7 router sits in my office, with one ethernet connected directly to my ISP/ONT and another ethernet directing back into the switch, and then the one and only SFP+ port is connected to my NAS.

My question is - shouldn't my router be connected to my switch through the 10g SFP+ port or is it just fine connected to a regular port?

I am only trying to achieve 10g locally. For internet, I have 1gig service currently (being upgraded to 2.5gig soon (I know I don't need it but they offered it for an extra $5)).