Each bay in the U.2 Dual is two PCIe lanes
Each bay of the U.2 dual is x2, so a total of x4 (2+2). The point being is to use slot A and B in RAID0.
Since the total bandwidth of Thunderbolt is x4, two x2 drives in RAID0 will achieve a total of an x4 uplink. I'm presuming you're using two Shuttles (4 blade slots per Shuttle) for a total possible configuration of 8 blades? If so, a x4 to each bay would be overkill, since each blade would only be able to provide a subset of that before saturating the Thunderbolt bus.
Described differently, put one Phison blade in Slot A of the U.2 dual. Put the other blade in Slot B. RAID0 and you'll achieve full x4 bandwidth. The dual+shuttles combo allows you to use up to 8 blades, so 8x the capacity at a total of a x4 uplink. Does that make sense?