FastCGI was from time before languages had good HTTP servers. HTTP is complicated, FastCGI is simple. It was also from time when servers were less powerful such that duplicating HTTP parsing was an expense. HTTP parsing is potentially dangerous so safer to do in web server than library. Finally, it was from before the language web APIs (Rack, WSGI, etc) such that the code used CGI interface and FastCGI did that but with separate server.