2.5" drives and M.2 are both form factors.
SATA and NVMe are transmission standards.
HDD and SSD are different types of storage mediums.
There are M.2 SATA SSD drives and M.2 NVMe SSD drives. There are also 2.5" SATA SSD and HDD drives, but no 2.5" NVMe drives of any sort.
While there is a small bump in performance from SATA → NVMe for the Roon Core, this statement is all about HDD → SSD.
M.2 and 2.5" form factors do not enter the equation at all other than as a limitation of hardware interfaces