So it would appear the missing lanes do cause issues. I would surmise ATM that those issues mostly arise when you step to 4k. However, the irony is that the 5820k is pretty much a 4k CPU, yet there isn't a single card powerful enough yet to run 4k games smoothly. Not sure how the 295X2 would do though?
http://www.tomshardware.com/reviews/intel-core-i7-5960x-haswell-e-cpu,3918-6.html
I think this shows that at least up to 1440p it certainly makes no difference with the missing lanes and I cannot find a single review that gives us a 2-wawy sli set-up and the 5830k @ 4k res for gaming to see anything that shows the extra lanes are needed.
4k and 3 way sli, yes I could see the need for the lanes though. Have you seen something else that suggests there is a big difference? Or just off the back of that one statement?