I think the problem here isn't that games aren't IO bound but the testing methodology is flawed. On a PC environment when you've got multiple browser windows open, IRC, email client, etc. getting constrained for IOPS is easier than expected.
When you're just running one task in the background with nothing else competing for IOPS, sure, it's easy to show that there's no performance gained with PCIe vs SATA.
Do it in a real world environment, and I'm willing to bet PCIe will show it's worth. I don't think that games will run any faster than the baseline results of no load, but I'm willing to guess it'll do better than the SATA equivalents.
Also I find it laughable that they tested load of a Visual Studio project but not the actual build performance.