The only reason SATA fell behind on a per-lane basis is because they stopped updating it.
PCIe has no special sauce for running faster, just more lanes. It's taking over drives, but mostly for other reasons.
DVI was replaced by HDMI. HDMI 2.1, which came out in 2017, is about 2/3 as fast per lane as PCIe gen4, which also came out in 2017. For an external passive cable that's really good.
USB 3.1 jumped to 1.2GB/s in 2013, which means it was faster than PCIe for four years. And USB4 is twice that speed per lane, making it faster than PCIe gen4.
So the constraining factor is not the type of signalling, it's the number of wires and transceivers. You can make anything go faster with more wires, but that's expensive.
These days all of these interconnects (and high speed ether) are in the process of a bit of a convergence into what essentially just versions of raw serdes interfaces on chips - the same wires coming off the die can be 10Gb ether, PCIE, etc etc - they all just self clocked differential pairs
But the big issue you face is that PCIe is fast because the physical layer is so tightly controlled. Lane lengths to the same port are all approximately the same length. All the lanes are carefully shielded with a complex mix of grounded traces and large ground planes above and below. The length of the traces is limited to make sure the speed of light doesn’t introduce too much delay.
So PCIe speed doesn’t come from fancy algorithms, but from fancy electronics, and a very tightly controlled physical layer. Extending that layer outside of a computer is tricky.
Just like trains are much faster than cars, PCIe is much faster the DisplayPort. But trains require tracks, that are long and straight, and car don’t. Equally PCIe requires electrical connections that are short and straight, and DisplayPort doesn’t.
Thunderbolt kinda splits the difference. It’s basically PCIe, but heavily downrated so it can handle being outside of a motherboard.
Thunderbolt goes for even longer cable runs by using active cables, while long PCIe runs use redrivers or retimers that aren't integrated into the cables. Thunderbolt is also not really a downrated PCIe in any way; Thunderbolt transmits data faster than PCIe 4.0 lanes, but doesn't scale to as many lanes as internal PCIe links.
A USB3 port is already pretty dangerous: you can plug in something that will generate keystrokes or mouse movements and also present storage, so a malicious device can mount itself, copy over a payload, run it, and then pretend to be a cup-warmer again.
Plug in a PCIe device and it gets to control your system.
System compatibility
Kernel DMA Protection requires new UEFI firmware support. This support is anticipated only on newly-introduced, Intel-based systems shipping with Windows 10 version 1803 (not all systems).
So, it's CPU specific, motherboard specific, firmware specific, and OS version specific.
That's not really solved, is it?
Anyway mitigation is considered to enough TB/USB4 to be adopted for new devices.
The problematic part is that the UEFI needs to support it, it seems most systems with Thunderbolt have enabled it since 2018 and systems without Thunderbolt still don't bother.
It's mandatory for thunderbolt 4.
* NVMe 2.0 going to support HDD
* Thunderbolt, USB 4.0 supports PCIe based connection
* CFexpress, SD express is based on PCIe