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I think the main advantage is the GPU doesn't have to go through the CPU to get data.

i.e. the transaction goes from this: GPU -> CPU -> HDD -> GPU

to this: GPU -> HDD -> GPU

Sure, that part was clear. But the difference between "quite fast" for this application and "dead slow" might be that hundreds of GB/s with GDDRx/HBM is so much faster than anything else. Even the M.2 SSD onboard is probably only ~5GB/s. So if the walk pattern is something that is predictable enough by the GPU (usually pretty linear, but some memory features have 2d/3d locality), then you could crunch those numbers as fast as the SSD could deliver them. Now it becomes a question of how much computation/kernel time can you spend on a chunk of data?

Not with an NGFF SSD. You can have direct memory access to one. That said, internal GPU bus might or might not be faster than PCIe.

Oh and the fact that nobody write a specialised enough driver for a GPU to use this.

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