There is a substantial work done to process all the HTTP overhead. In addition to that there is no load-balancing included and it would likely be delegated to a whole new service or machine, when ZMQ could just provide this.
Instead of relying on Werkzeug and HTTP, I can use DictShield models, serialized to JSON or Python, and send those across ZMQ sockets. The ZMQ sockets don't time out, like HTTP, they are instead removed when a host goes down. PUB/SUB messaging is possible, round-robin routing. Lots of patterns instantly available.
Ease in using HTTP itself is welcome, but I don't want to use it in my infrastructure. It's a band-aid for WSGI instead of a solution.