Right now there is no interconnect connect between device drivers in the Windows kernel, this segmentation is deliberate. If you want the SSD to serve GPU with as little overhead (bottlenecks) as possible then ideally you want to connect these two device drivers and let them manage I/O without there kernel having too.
This is not actually true.
High end devices use RDMA, to move data from 1 device to another without the need for Any kernel/ host interaction.
(or at least very minimal host interaction, it's only needed to allocate the scatter gather tables for each device, and even that can be made static)
It's not common, but it's possible.
Given the different security environment of a console i would not be surprised to see a similar mechanism happen all over the place.