There's a few pieces that combine to make PCI-E a better alternative.
When you access a file over SATA, it can either read or write, but not both at the same time while PCI-E can perform several operations simultaneously. Imagine reading a log file, adding a new line and saving it to the drive. Add more services that are writing logs and it doesn't scale well over SATA.
The second is latency, usually for high performance computing, like Hoov said. Data sent to a drive must pass through a SATA controller, then over to the drive where the SSD controller formats it correctly for the drive. Using PCI-E removes a step as the SATA Controller is pulled from the line and the processor is talking straight to the SSD controller.