M.2 SSDs supports up to PCIe 4x, though there are also PCIe card formats which support 8x and 16x: http://blog.seagate.com/intelligent/seagate-demonstrates-fas...
> How many lanes need something like NVisia 1080Ti?
16 per (technically they need 4 per — that's what TB3 gives — or possibly less, but they'll use 16 if they can)
> If I want to build something like 1 CPU/1 GPU/1 SSD configuration without additional peripherals, 62 lanes will be effectively wasted?
You're at 24 lanes for the GPU (16), SSD (4) and southbridge (4). And unused lanes are no more wasted than unused USB slots, seriously.
But remember that Threadripper is an enthusiast's platform, people who might have 2~4 SSDs (8~16 lanes) or SLI GPUs (2x16).
Desktop/workstation (e.g. gaming) performance hasn't been driving the industry for easily 5 years now. Intel and AMD both simply use their high performance desktop offerings as proofs for their server solutions, which typically come a few months later.
Don't you also get something like 4x via the chipset through DMI?
https://www.reddit.com/r/Amd/comments/6ee5qw/thanks_to_threa...
SSDs use 4x, if you do buy an NVMe drive that is. (In my country, these things are TWICE as expensive as SATA SSDs lol)
Also, host to device can be bottlenecked by memory speed on either side.
If we move to a future where every GPU has a lot more bandwidth then games would most likely start taking advantage of it.