m.2 is a size format.
m.2 is not inherently faster as the lead in statement indicated.
m.2 can come in both sata and pcie versions with the pcie versions showing some 5-10x better sequential speeds in synthetic benchmarks.
As a practical matter, all ssd devices will perform similarly in random I/O which is what windows does most. A huge benefit compared to a HDD.
It is the sequential benchmark performance that is better with the pcie versions.
And, even that speed has it's limits.
As I recall, game loading benchmarks differed by perhaps 2 seconds.