I think it is still a good idea to put data files and WAL on different file systems. Perhaps not so much with the intention of distributing I/O across different disks, but to prevent the data files from filling the WAL disk.
Cannot say I understand this - if the data files are crowding out the WAL, surely they are moments away from filling the disk on their own. Disk is cheap these days, so I'm not a fan of encouraging complexity if not needed.
