Admittedly, I don't have much hands-on experience with mSATA, but my understanding is that it still goes through the same SATA controller (rather than direct through PCIe), and therefore offers no performance benefit. There is a very real chance that it could have a performance penalty though, due to the manufacturer using different chips. They may do this to meet space constraints, or because the usual mSATA applications (tablets, netbooks, ultrabooks) typically are not performance oriented.
So basically, the only benefit of mSATA is a smaller physical footprint. If you're not extremely limited in space, there's no reason to risk lower performance and limit yourself to an uncommon interface.