@kyriacos
The performance of an NVMe SSD depends not only on the quality of the SSD itself, but as well on the connection of their in-use data transfer lanes. A direct connection of the lanes to the CPU is much better than an indirect one via chipset.
So her is my answer: There is no general performance difference between a direct insertion of the NVMe SSD to an M.2 slot or a PCIe connection via adapter (provided, that the adapter has a good quality), the only thing which matters regarding the performance of an NVMe SSD is the mainboard-internal connection of the slot’s data transfer lanes.
I have layed down my test results some years ago within >this< thread.