pesy is just a utility I made to help people create new native Reason projects (like fnm) quickly and easily. It's fun.
fnm is a native Reason app. We haven't advertised much of Reason's (OCaml's) native capabilities because we wanted to make sure we've built out a lot of the tooling that makes native development easy - for example https://esy.sh. Now that a lot of this native tooling is becoming polished, I hope you'll probably start seeing more projects like fnm.