One other consideration is I've found (at least on the Pi) CPU load is increased when performing heavy read/write activity. Certainly a little more than when I do the same thing through a SATA controller or testing through a Broadcom hardware RAID adapter.
And that CPU load gets a little into the worrisome territory when I put multiple NVMe in a RAID (which I'll be documenting soon!).
I wouldn't say that's a problem. I'd say it's a balancing act. For some purposes yes you want a separate power supply. But for others it's handy to not need a separate power supply.