Actually, many times "your app" is somebody else's app that you bought or an app that somebody else develops and you don't have any control over it. Sometimes those apps are just bad (well, most enterprise apps are) and your only hope is that the infrastructure that you do happen to control doesn't make it worse.
I've never used nginx, so I don't know if the parent has a point or not. However, having a reverse proxy retrying _any_ requests to backends by default seems very bad form to me. Do you want your routers resending packets? It's the same thing.