Concentrated colloidal suspensions of nanorods often exhibit liquid-crystalline (LC) behavior. The transition to a nematic LC phase, with long-range orientational order of the particles, is usually well-captured by Onsager's theory for hard rods, at least qualitatively. The theory shows how the volume fraction at the transition decreases with increasing aspect ratio of the rods. It also explains that the long-range electrostatic repulsive interaction occurring between rods stabilized by their surface charge can significantly increase their effective diameter, resulting in a decrease in the volume fraction at the transition, as compared to sterically stabilized rods. Here, we report on a system of ligand-stabilized LaPO4 nanorods, of aspect ratio ≈11, dispersed in apolar medium exhibiting the counter-intuitive observation that the onset of nematic self-assembly occurs at an extremely low volume fraction of ≈0.25%, which is lower than observed (≈3%) with the same particles when charged-stabilized in polar solvent. Furthermore, the nanorod volume fraction at the transition increases with increasing concentration of ligands, in a similar way as in polar media where increasing the ionic strength leads to surface charge screening. This peculiar system was investigated by dynamic light scattering, Fourier-transform infrared spectroscopy, zetametry, electron microscopy, polarized light microscopy, photoluminescence measurements, and X-ray scattering. Based on these experimental data, we formulate several tentative scenarios that might explain this unexpected phase behavior. However, at this stage, its full understanding remains a pending theoretical challenge. Nevertheless, this study shows that dispersing anisotropic nanoparticles in an apolar solvent may sometimes lead to spontaneous ordering events that defy our intuitive ideas about colloidal systems.