I meant to express the layers of abstraction feel strange to me in a typical setup.

A typical setup today looks like:

nginx -> puma/unicorn/gunicorn/etc -> your code

With cgi that middle layer is gone. It's just:

nginx -> your code

The layer reduction is nice when it comes to things like debugging. You don't have to guess if the middle server is removing a header, failing to forward a header, etc.

It's obvious who does that with cgi.

Yes, this makes sense. Although you will probably have to implement at least some of the middle layer's functionality, which means (at least for me) roughly the same level of debugging complexity when coming back to your own code later.