You have your nomenclature a bit off.
M.2 is a size format, about the size of a stick of gum.
m.2 drives come in both sata and nvme(pcie) flavors.
NVME is a specification about communications over the pcie bus.
In general, the low latency of either sata or pcie ssd devices is very good and not very different.
For the most part, windows does small random I/O operations at low queue depths.
The place where a pcie device shines is in sequential data transfers. It is some 5x faster, depending on the device.
This also comes at a higher price.
In truth, you would not much notice the difference. A sequential virus scan, for example.