Thunderbolt might be fast when comparing to USB or Firewire, but it's really nowhere even close to what internal PCIe can do. If you connect a PCIe through one of those adapters it will be CONSIDERABLY slower than a direct PICe connection on the motherboard. And by considerably I mean a LOT:
Thundebolt: 10 Gb/s = 1,280 MB/s
PCIe v3.0: 128 GT/s = 16,385 MB/s
See the difference? It's 16 times faster because it can use 16 simultaneous connections or "lanes" while thunderbolt has only 1 up and 1 down. Connecting a PCIe card thru Thunderbolt is the same as a 1X PCIe slot. But wait
PCIe v
4.0: 128 GT/s PER LANE = 16,385 MB/s on a single lane
Yes, in the future, that'll be the speed of Thunderbolt, probably
But PCIe will still be able to use 16 lanes or maybe even more, so it will always be faster
http://en.wikipedia.org/wiki/PCI_Express
http://en.wikipedia.org/wiki/Thunderbolt_(interface)