Indeed. There is no reason why CGI would need shells or scripting languages though, you can just write them in any programming language. It's not that hard; I wrote this pastebin clone in C: https://github.com/gsliepen/cbin/
It's not an issue with the actual CGI program. It's hard to make exec alone work the way people expect without doing something like exec('sh', '-c',...) so a lot of servers were doing that.
