As with all upgrades, they are marginally better.
They are lighter, have greater lateral stiffness, and are able to be threaded under higher tension than steel.
Will getting carbon spokes translate to measurably better performance? Well that depends on how far you already push the envelope of your equipment. For many riders, their athletic ability is way below what their bikes are capable of, do they won't gain much with carbon spokes.
However, subjectively they will feel "snappier". Your off the line acceleration will feel faster, and it'll feel like more Watts are making it to the tires during sprints. And for most of us, that makes it worth it.
Also, they are cool AF.
Seeing as you are building a marginal gains machine, based on your frame choice, I'd say go for the carbon spokes.
Winspace, Farsports, Elite all make fantastic carbon spoke wheel sets.
For the Elites, the hubs covers are screwed on. They require cone spanners to access the bearings. On the plus side, they are very well protected from contamination during riding relative to plug-in covers found in most thru axle hubs.
On the downside, you'll need cone spanners to access them.
