Install motion detection lights
You can bring NM from inside, through a hole, then DIRECTLY into a box when it is protected. There is no problem with this....if you dont feel good about it, then sleeve it in pvc.......
To answer your question, just use a threaded NM connector, secure it to the box then put it up against the soffit.......
"Do it right the first time and avoid duplication of effort"
Your AHJ/Inspectors ALWAYS have the final say on ANY electrical code issue.
If in doubt, contact a licensed, experienced, reputable electrician to perform the work.