For me, I didn't notice much of a difference in performance. Ostensibly, the benchmarks say that it is ~5x faster, but on a day-to-day basis, I barely notice this - I rarely transfer files larger than ~10GB.
However, what I did appreciate was the (in-the-case) logistics difference of installing an M.2 drive; one screw, no cables, almost as easy as a RAM upgrade. Not having to fuss with SATA was a pleasure, and reminded me of the switch from IDE to SATA (you just... plug it in? Where are the jumpers?).
I myself don't dare to go Windows because of malware. Linux is where it is.