Right, so maybe you can help me understand. Literally the only thing I've seen anywhere, both in TFA and in all the responses (including yours) is "CGI isn't really that slow."

So that's a reason not to not use it; but are there any reasons to use it?

Even in TFA, he demonstrates using a simple Golang CGI binary; but writing a simple Golang server that you pass through as a reverse proxy is just as simple.