WSGI (same for ASGI) is a level above FastCGI (or CGI or whatever) in the stack; it exists so each Python web framework does not need implement ways to talk to CGI, FastCGI or whatever. Instead the framework implements a Python function, and the user can choose a WSGI server to wrap this Python function into whatever is needed to talk to any kind of language-agnostic gateways, including CGI, FastCGI, or even mod_python.

In practice most deployments I have seen use a WSGI server that directly speaks HTTP so that CGI, FastCGI, or mod_python are not even necessary.