Envoy is not the web server, it's load balancer. If you want to serve static files It will be better to use any other software. Furthermore, it is a very complex problem for HTTPS servers, because the Linux kernel doesn’t have full-featured TLS support for sendfile syscall. I implemented daemon which is used as in-memory storage for static files and client for our proprietary web server. Trust me :)
I'm sure that's not the only feature it's missing compared to nginx. Envoy is not very comparable to nginx, in my opinion... but I also wouldn't reach for varnish as an nginx alternative either.