You want to multiply the potential for catastrophic storage failure by at least four (count one for each half of each SSHD as I very much doubt that the device will work if either fails)?
IMO just do what I do, have a boot SSD that is large enough to store the games you are actively playing, have a HDD in the system for 'other data storage', uninstall games you're not actively playing or move/archive them onto the HDD.
Steam has a function to back up game content to another device, or if your Internet connection is fast enough then just delete the game and re-download it when the time comes that you want to play it again.
While you're correct that HDDs are a disk I/O bottleneck, RAID0 does not automatically double disk transfer speeds, even with an SSHD there are still data seek times to consider, the quality of the RAID driver, the amount of SSD flash available to use as cache, etc.
I'm sure that pairing two HDDs will yield some significant results, I personally would only do it if I had a very large job load of data that required significant crunching (large enough to make SSDs impractical costwise), and the RAID0 volume was only being used as a temporary storage system during the crunching process, then transferred to another device, as well as backups potentially performing before and after the process.
