I'm not commenting either way on Caddy vs. other solutions, but whether or not a reverse proxy is a pure performance bottleneck, it can become a cost issue. If a reverse proxy is capable of handling twice as much traffic as another solution (through some combination of simultaneous connections and raw speed), it'll cost half as much to operate. Especially at scale, those costs can really matter.
Raw speed for speed's sake is only sometimes the most important factor.
Edit: grammar.