The best USB-2 audio interfaces yield rock-solid total round-trip latency of 4.3ms (48-sample ASIO buffer size/44.1k)
With Thunderbolt, you can achieve PCIe level performance.
This doesn't translate into more processing power (DSP) for EFX.
I've compared performance of the Lynx AES-16e vs. RME Fireface UFX (side-by-side).
Using DAW Bench, the machine could run the exact same number of plugins with each interface.
The main advantage to PCIe is that you can take the ASIO buffer size down to 32-samples (some even allow going down to 16-samples). At that point, you're at 2ms (or below) total round-trip latency.
To effectively work at these settings (especially with heavy loads), your machine will need to be a monster.
If you think Cubase 9.5's Audio Performance meter's "Realtime Peaks" go crazy at a 64-sample ASIO buffer size, wait till you see the ballistics at a 32 or 16-sample ASIO buffer size.
Thunderbolt provides access to the PCIe bus.
Under ideal circumstances, you'll achieve PCIe level performance.
Think of Thunderbolt as "external PCIe".
The only real advantage of Thunderbolt is the ability to achieve sub 3ms total round-trip latency.
If that matters to you, Thunderbolt (or PCIe) is the solution.
Note that the Apollo series (even though great interfaces) offer about the same round-trip latency as the RME Fireface UFX (USB-2)... due to the onboard DSP processing capability.
If you're looking for sub 3ms total round-trip latency, the Presonus Quantum and MOTU AVB series (connected via Thunderbolt-3) should be on your shortlist. Note that you'll also need a Thunderbolt-3 (USB-C) to Thunderbolt adapter. Apple makes one for ~$50. We've had very good luck (testing under many different circumstances/machines/etc) with the Apple adapter.