Nah, it's not worse: as nostrademons mentioned, you have your gateway server be a reverse proxy server, e.g. HAProxy, and then you can do whatever you want in there. Serve an application under /app/? No problem. Centrally log? Of course. Harder to implement? Not really, every major language has well-supported HTTP libs. And since you only need to know how HTTP works, rather than needing to understand HTTP and CGI, it's conceptually simpler too, assuming that you're running more than one backend server and thus needed a load balancer anyway.
It is interesting to note that most those HTTP libraries end up looking like CGI to the programmer anyway, even sometimes using X-Whatever headers for additional information, because that's the relevant information to an app server.
