In addition to what Fishrrman has said,
- The SATA port has it's own bus lane, on the 2014 Mac, all USB devices share one bus. If you were copying data from one USB SSD to another and now you copy from a USB SSD to the SATA SSD, this is the use case where you'll probably notice a difference.
- If you're the careless type, having the OS disk inside the computer is preferable to having it external. The consequences of disconnecting an external OS disk is more severe than the typical "disk has not been properly disconnected" that you see when disconnecting an external non-OS disk.
If your current enclosure/dock does not support UASP and you put the SSD in the computer, there will be a noticeable performance gain. There was a thread recently where the OP changed from a non-UASP to a UASP enclosure and the performance gain was pretty significant.