I noted the thermal throttling when running the 'Myce sustained performance'. That test writes and reads hundreds of Gigabytes of data during the test. It slowed down by about 55MB/s, so not a huge amount, and you literally have to write over a 100GB for throttling to take place. I doubt anyone will reach that amount of data if the 950 Pro is used as a system drive.
However, there is nothing wrong with the SSD controller, it gets hot because unlike a SATA based SSD, you can't use the SSD case itself as a heatsink. This is where the M.2 form factor has its limits. The form factor is tiny, so you have issues with getting a capacity over 512GB, and because the components are all jammed together, problems with heat.
IMO, M.2 for the desktop isn't the best solution. A PCIe SSD installed in a 16x PCIe3 socket is ok, providing you'll only ever want to fit a single graphics card.
The new U.2 form factor makes much more sense in a desktop, but so far, you'll only see U.2 supported in top end Z170 motherboards, and perhaps some new X99 motherboards. My own Asus Z170 Deluxe supports U.2, and you also get a 'Hyper kit' to install it.