You clearly do not understand what the biggest FastCGI connection multiplexing advantage is. It makes it possible to use much less TCP connections (read "less ports"). Each TCP connection requires separate port and "local" TCP connection requires two ports. Add ports used by browser-to-Web-server connections and you'll see the whole picture. Even if Unix-sockets are used between Web-server and FastCGI-server there is an advantage in using connection multiplexing - less used file descriptors.
FastCGI connection multiplexing could be great tool for beating C10K problem. And long-polling HTTP-requests would benefit from connection multiplexing even more.
Of course, if you're running 1000 hits/day Web-site it is not someting you'd worry about.