Well, when you get the SSD inside an enclosure like a classic SATA one, you can use it as a heatsink. Many reviews have cracked open some of these and found thermal pads between the controller and the chassis. Still, SATA3 is a huge limit to SSD speeds and it's not difficult to see that the controller probably wasn't working as hard as it is under what M.2 enables. (for example, ~500MB/s seq R/W vs ~2GB/s seq R/W, and then you have AHCI vs NVMe where there's far less bottlenecking going on with the new standard)
Suddenly, moving to M.2 or the like removes the possibility of using something to cool the controller down, and we get problems like these. They could solve the problem using heatsinks, maybe a small one that won't interfere with cards in the PCIe slots could get rid of the throttling.
See what I mean? What's that, a few mm of clearance for a heatsink, or just remove any possibility of using a long card for that PCIe slot? It's difficult. Of course an M.2 SSD mounted on a PCIe adapter card won't have that problem and could use a huge heatsink.