In the screen recorded demo gif in the article, it takes several seconds for the "/python" and "/cosmopolitan" requests to load (although the index page seemed to load pretty quick).
The interpreter is linked to a cross-platform libc-like library, and compiled to a funky executable format, supporting multiple OS targets simultaneously. The initialisation and startup are probably computationally-intensive.
We can see the initial startup speed from the time it takes the command in the terminal to print something, which isn't so bad (looks like under a second).
Maybe Flask is forking on each request, which I could imagine being slow, but not slower than the initial process startup.
My 4-core computer's probably building Cosmopolitan Libc in the background + the Python binary is 2.7 unoptimized. This blog post is originally from 2021.