MCIO is the new connector for PCIe5.0. Those on your motherboard expose PCIe5.0 lines from the CPU, so they are strictly PCIe—no SATA, no SAS. "Mini SAS HD" is a fancy name for SFF-8643 (and it is arguably friendlier and easier to remember than a SFF number…); it does NOT promise anything as to what is carried by the cable: PCIe, SATA, or SAS (the latter would require an actual SAS controller).
The MCIO cable would work for NVMe SSDs, if plugged to a suitable NVMe backplane.
Your SAS SSDs need to be plugged to a SAS HBA. So no luck here.