While it is true that CNTK can use CuDNN LSTM, if the recurrence does not fall into the 4 recurrences that CuDNN supports, CNTK is still much faster. The simplest way to verify this is to take a Keras script that uses whatever recurrent network you want and run it (on a GPU) with Tensorflow backend and with CNTK backend. Some anecdotal evidence suggest an easy 3x speedup.

Disclaimer: I work at Microsoft.