Some games take an eternity to load the next map. This is due to the shader compiler which has to generate code for the GPU in use. Video cards differ enough that this is the only solution possible.
Even old games like Max Payne are very slow on modern machines is due entirely to the DX9 shader compilers.
With a SSD most games load faster as the game textures can be loaded into the video card more easily. The main reason for the SSD advantage is that seeks for any component takes very little time and the only time really used is for transfers over the SATA or M.2 interface.
SATA tops out at 600 MB/s so modern machines are using M.2 which can achieve a bit more than 2 GB/s transfer speeds. SATA does not use PCI Express lanes so it has an advantage when lanes are in short supply. This arises mostly with dual video card machines.
In practice the M.2 SSD product is not as fast due to the smaller number of logic chips on the small package. SATA drives are larger so they can hold more logic board space.
PCI Express cards have some advantages of having more chips on the card but they are expensive and the benefits of PCI Express are not apparent unless the card uses at least 8 lanes.
With a chassis like out old Corsair Carbide 300R, we can install even thicker SSD drives than a typical laptop uses. The disk cage has bottom mounting holes for 2½” size disks. This means 15mm SSD drives with 4TB of storage are easily installed. The M.2 drive has the advantage of allowing up to 4 hard disks to be used for seldom played games and iTunes etc.
The recent Intel Optane 900P is a faster device and the 480GB top capacity is workable using additional storage for games. The speed of the phase change technology gives it the edge over SSD drives but the price per GB is still comparatively high. The 4TB SSD is a better deal for gaming at present.
The U.2 interface, first seen on the Intel Z170, was originally called SFF-8639, but has been renamed. The U.2 interface connects directly to PCI-e lanes on the motherboard, rather than going through the SATA interface, and that makes U.2 an expansion on SATA Express. U.2’s pin-out allows use of 4 total PCI-e lanes. As such, its maximum theoretical throughput on PCI Express 3.0 is 4GB/s.
U.2 SSD drives are available but most are still made for laptop machines so SATA remains the mainstream choice.
U.2 is interesting as it is capable of being stacked at the edge of the motherboard and potentially multiple U.2 SSD drives could be installed. We expect to see M.2 and U.2 slowly replace SATA. We expect hard disks will eventually adopt U.2 especially for hybrid drives.
Once the 10nm Intel Ice Lake processors get off the ground we expect that PCI Express 4.0 will become the new standard with double the bandwidth of PCI Express 3.0. 10nm will allow more sophisticated southbridge devices to be designed with more SATA, M.2 and U.2 ports to handle a wider array of storage devices.