It's like if I told you to move to a place where you can walk 5mins to work, and you tell me it's not a fair comparison because right now you have to drive to the station and then get on a train and you're interested in a comparison where you walk to the train instead. You don't need the train because you're already there!
You don't need the network hops exactly because the data is already there in the right way.
Don't you think it would be incredibly useful as a baseline if they included a third test with FDWs against redis and the http server?
Remember, this is not plain file serving -- this is actually invoking XGBoost library which does complex mathematical operations. The user does not get data from disk, they get inference results.
Unless you know of any other solution which can invoke XGBoost (or some other inference library), I don't see anything "embarrassingly overkill" there.
https://www.postgresql.org/docs/current/plpython.html
Naturally Rust or C functions will still be faster.