But all those features can be implemented efficiently. There are a lot of things that Nginx does not support, that would make Nginx slower if it did support that. .htaccess support for example.
Also, I can't imagine anyone running NGINX without having access to the config file.
However since using nginx I have done away with caching as it is so much faster than apache + caching that I don't really need it.
You configure WPS to spit out gzipped copies of each page on disk, then you configure nginx to serve gzipped pages directly whenever they are found (gzip_static and try_files).
Basically you can serve compressed pages straight off disk. And thanks to the miracle of operating system file caching, it's usually straight from memory.