Then don't mess up. It's not that hard. If you follow best practices (don't use global variables) you should handle this fine. I haven't heard anyone having this problem in Rails at all.
> I detest writing code in PHP for many reasons, but the execution model is efficient
No it's not. You'll have to re-open connections to databases all the time. You can't use keep-alive to external HTTP APIs. You'll have to re-parse the PHP for every request.
(Added later: Yes, this isn't how PHP actually works, and that was kinda my point: parent's concept of "PHP execution model" isn't actually used in PHP because it's stupid! There will always be some things that you want to share (connection pooling, opcode cache) so even PHP isn't a "perfect" share-nothing architecture.)
It's perfectly possible to write a shared-nothing architecture without dumbing it down to CGI.