I'm sure that's not the only feature it's missing compared to nginx. Envoy is not very comparable to nginx, in my opinion... but I also wouldn't reach for varnish as an nginx alternative either.
Envoy is not the web server, it's load balancer. If you want to serve static files It will be better to use any other software. Furthermore, it is a very complex problem for HTTPS servers, because the Linux kernel doesn’t have full-featured TLS support for sendfile syscall. I implemented daemon which is used as in-memory storage for static files and client for our proprietary web server. Trust me :)