There's two modest perks to NVMe over SATA. First, the drives tend to be faster. For large reads/writes, this probably wont help, as you'll be bus limited to USB3 speeds. But for smaller reads & writes, the NVMe drive can maybe probably do more iops, and you may see wins & better latency on workloads. NVMe also has a bunch of under the hood improvements. There's a quite in depth comparison of the two[1]. Larger queues, multiple queues, less round trips to issue commands, better completion model. I am very much unsure of how many of these advantages are exposed & would carry over when the host-to-device connection is still UAS based, which is what adapters like the one in this article still feature, same as if it were SATA. But some of these wins will help latency & iops again vs a SATA drive.
[1] https://sata-io.org/system/files/member-downloads/NVMe%20and...