When I was installing NVM through Homebrew, I found it. The backslash seems to be escaping the dot. Whey are they exactly doing before the shell script?
export NVM_DIR="$HOME/.nvm"
[ -s "/opt/homebrew/opt/nvm/nvm.sh" ] && \. "/opt/homebrew/opt/nvm/nvm.sh" # This loads nvm
[ -s "/opt/homebrew/opt/nvm/etc/bash_completion.d/nvm" ] && \. "/opt/homebrew/opt/nvm/etc/bash_completion.d/nvm" # This loads nvm bash_completion