If you do make it OWIN compatible or a FastCGI wrapper for libevent that would be awesome. Right now, you need to basically have nginx proxy all the requests to evhttp which probably adds a little bit of overhead over doing it through FastCGI directly.
Edit: Actually from what I've seen, Mono uses epoll/kqueue for async IO which is what libevent uses as well. I think the problem might not be so much that libevent is faster than what Mono can do in plain C# but rather that the FastCGI implementation has some bottlenecks or is not using the most performant APIs available. I haven't had time to profile it though.