Great to hear your experiences, and thanks for the benchmarks! Those WD disks sound like an option for me. I also looked at Samsung PM9A1, which have similar TBW ratings and seem to be marketed more as enterprisey (without a c, for once).
For the fio settings, I read claims that libaio should go with direct=0 (not 1). That said, I did some testing on a single-sata-ssd zfs volume (see below) with direct= {0 and 1}, and did not get obvious differences in results.
I would suspect that ARC is active regardless of fio trying to bypass caches. If I run the same command as you do on a zfs volume backed by a single Samsung 860 evo 1Tb SATA ssd, but with 5Gb files instead of 50Gb (space limitations 
), I got up to 4.7Gb/s for 16k seq reads - that is 10+ x what the SATA link can theoretically sustain 
In your case the ARC is likely less of an issue, as you use bigger files. But still, as default it is at 1/2 of total RAM if not tuned differently. However, I believe that you can get around it - fio does not delete the files when done, and if I reboot and run the same command in the same dir I get more reasonable 450-550Mb/s read speeds from my SATA-connected 860 evo. This tallies well with it being the ARC. When the files are first layed out a substantial portion is put in the ARC, but after a reboot the ARC is empty (at least unless you have zfs 2.x).
Today another post appeared, also describing unnaturally high seq read speeds with zfs. I think the above speaks to @thetrick 's question in that thread.