Because we want to use rewrites, jumps, named handlers, etc. in nginx too. But you can't do that once you delegate all your routing to Lua. At that point all nginx is doing is a socket event loop.

We weren't happy to lose all the power of nginx just to use a framework.

I would think you would treat the OpenRESTy component as just an executable binary application server just as you would with any other webservice, and put your nginx stuff in front of it, just like you would with any other webserver's front end lb. I agree that it does sound nice to handle it as another component in a regular nginx config, but it doesn't sound like a dealbreaker. Just treat the nginx stuff as incidental to the implementation and it seems like it would be no big deal.