Python is used as the language to describe things, but nobody is executing Python on the GPU. Instead, things are transpiled into highly optimized byte code, C++ source, or chains of optimized GPU sharers. See TensorFlow XLA and AOT.
So when I set up a training pipeline with TensorFlow, then it'll barely run any python while training. Instead, the TF C++ core will execute a network of TF CUDA operators for me, all inside one python function call. That's why pythons global interpreter lock is pretty much a non-issue by now.
Since only 1% of my training time is even running inside python, I don't expect any performance benefits from replacing it. And if both are equally fast, I prefer the familiar option, meaning python.