So you understand it's just about load times, yes? Once a game loads everything it needs is in RAM, so your storage doesn't make any difference to FPS or anything like that (I'm sure there are edge cases here and there, but this is absolutely true generally speaking).
The pros/cons then are actually pretty straightforward.
An SSD is much more expensive per GB, but will reduce load times in some games.
A HDD (pure mechanical storage) is much cheaper per GB, but has longer load times.
An SSHD is a little more expensive than a pure HDD, and will usually have identical load times to the HDD. If you regularly play the same game for a period of time, the SSHD will be able to cache some of that data for you and will occasionally net you load times closer to an SSD. How often this happens is really difficult to say. I went looking a while back and couldn't find any vaguely reputable sites which explored this question. My hunch would be that very-occasionally the SSHD will net you close to SSD like load times.
I guess you decide which is better.