I apologize if this is pedantic but you can absolutely "render" KaTeX server-side: https://github.com/jdan/thatjdanisso.cool/blob/902f1c421b02b...
MathJax does not support this because, IIRC, it runs layout calculations in the browser whereas KaTeX passes it off to CSS.
If your argument is then that layout calculations should _also_ happen on the server then... I'm not sold and that would be a critique of web browsers and not math rendering.