I might be wrong, but the DDR4 DIMM.2 will give better performance with a M.2 SSD. Due to the DDR4 DIMM.2, being tied to the CPU (can move data faster). Whereas, the chipset (PCM/PCH) is crying I have to take care of all these! I do not care (CPU) and I require more lanes to process this data, therefore, I am going to take 8 PCIe lanes from you (chipset) to increase my data flow. Chipset (PCM/PCH) blew a gasket (I am going to get hot/pissed), I have to take care of all these with an additional loss of 8 PCIe lanes.
Now try going from Chipset (PCM/PCH) to CPU using M.2 (Socket 3).