Or when performance is the main but not the only difference, and there are many other benefits.
>Say I am building some app that I know will be CPU-bound, why choose Go over say... Swift?
Because unless you're building for macOS/iOS, Swift is really a no-go, with lackluster support for other platforms. Plus slow to build and convoluted.
Language religious wars are silly: you should choose a language based on your constraints and personal tastes. If there's no clear advantage of one language over another for a given task - then all the options are viable, pick one and get on with solving the problem.