You do realize that NVMe is a storage protocol that works over PCIe? I repeat, a storage protocol. It's used by SSDs.
You know what is the biggest advantage of a connector? That you can easily disconnect it. Without connectors, you've got a cable tethering your laptop to a GPU. And the only way to disconnect it is to take it apart. How stupid is that? That's why Asus, Alienware or who else bothered with a proprietary connector. Little things like this are actually important if you want to sell to consumers.
And claiming that TB is faster than x4 PCIe... that's just ridiculous. You do realize that TB controllers have at most x4 PCIe 3.0 connection? So, it can never be faster. At best, you can get the same throughput with some additional latency even before accounting for any limitations of TB itself. How did you get this job?