Event based system can be more performant in some cases and slow in another cases. If there is not much opportunity for CPU to do any work, then event based system will often outperform threads. One example is proxies. I already gave haproxy as an example, so I'll repeat it here as well. It is single threaded event based by default. It is certainly performant. Why? Because in a simplified model it just shuffles data from one socket to another. Pretty straight forward. Introducing multiple threads and context switches might just thrash caches around and actually make it worse (I have seen that happen).
Now add some CPU work in there. Say make each connection compute something, serialize some JSON. Like in those benchmarks, they use a DB driver get a row, serialize it and return. Ok there is some work. Now it is more likely that multi-threaded will help. But again one can surely tweak CPU affinities, thread pool sizes, hyper-threading BIOS settings, db driver types to really change things up. Threads take up memory. Not an insignificant amount. Now I like green threads, Erlang's processes, Go's goroutines because they are lightweight. (At least Erlang's processes map N:M to CPUs for parallel execution on the host machine).
So I guess my point is you are right that event based are not always and strictly more performant. But I also think in certain cases it can beat multi-threaded code (thread memory size, context switches, cache thrashing). That benchmark there, I wouldn't take it too seriously just like I wouldn't take Language Shootout too seriously.