Actually, you are not correct. The CPU will always spend time waiting for the SSD to deliver data, and an NVMe drive will always deliver data faster.
I agree that NVMe drives shine in long, sequential data read/write. But even when accessing lots of small files all over the place, an NVMe drive will still be faster. For example the 850 EVO can do 10,000 IOPS, random read, 4KB, QD1. The 970 EVO Plus does 19,000 IOPS. That's not an insignificant speed improvement.
Now, we can talk about the cost benefit of purchasing an NVMe drive to replace a SATA drive. That's a valid point. But in this particular case, the OP has already purchased the NVMe drive. Why you guys think he shouldn't use it for Windows and for gaming is incomprehensible to me.
I have an Intel 660p, and a selection of SATA III drives.
While the 660p is NOT a fast performer in the NVMe world, its numbers are significantly higher than the Samsung 860 EVO.
1TB Intel 660p:
https://www.storagereview.com/review/intel-ssd-660p-series-review
Sequential Read/Write max up to 1,800MB/s (both)
Random 4K Read/Write max up to 220,000 IOPS (both)
1TB Samsung 860 EVO:
https://www.storagereview.com/review/samsung-860-evo-ssd-review
Seq.Read/Write Speed: Up to 550/520MB/s
Ran.Read/Write Speed (QD32): Max. 98K IOPS / 90K IOPS
Based on raw numbers, we'd expect a significant difference.
In actual practice, in my typical use case with Adobe Lightroom...I see zero difference.
Not just 'feel', but actual measured time, doing the exact same operation.
As I mentioned above, if everything will fit on the new NVMe, then do that. Put everything on it.
But if both drives are going to be used, the answer is not quite so clear cut.