Actually that's my setup...sata ssd for OS...NVMe for games...it does help in some games. The fact you have two drives means the bandwidth is greater. Meaning when your OS is making calls/updates to your sata ssd...it's not competing with calls/reads/writes to the gaming NVMe. As for gaming performance...i know it's a tad faster with NVMe, but not mind blowing...only in certain scenarios can you see/feel the delta. That said why not give your rig every leg up.
Just for giggles try installing Win10 on your NVMe too...dual boot if you will. Then boot up on your old sata ssd...run crystal disk mark on both drives. Then boot up your Win10 on the NVMe...run crystal disk mark on both drives. What do you get ? You likely will find that the OS drive always performs a tad less when compared to the non-OS physical drive...cause the OS drive always has OS reads/writes being performed in addition to any application/games being run. Not sure if I've had enough coffee to type this coherently.