I have my own configuration template for nginx: https://git.levitati.ng/Levitating/nginx.conf
The answer is: it does but via community plugins.
I have used it and I've even made PR for it which led to a response from the lighttpd maintainer: https://github.com/gnosek/fcgiwrap/pull/62
Essentially I wanted fgciwrap to be able to accept arbitrary response bodies without headers, so I could use it with programs that weren't actually made for cgi. Lighttpd supports this but apparently that's an happy accident.