It's not about configuration; it's about security. Fewer products in your stack means fewer things to patch. Rather than updating nginx some times and haproxy other times, you just update nginx across all your machines (both web servers and load balancers), and you're done. This also gives you more time with which to vet any given nginx update.
Kind of the reverse of the defense-in-depth principle eh? ;-)
A shared-library vulnerability means both Nginx and HAProxy get broken in their own ways, which is worse, I think, than just having your whole stack rely on one or the other, and having that one break—it's more similar to having two independent vulnerabilities arise simultaneously.
However, the scenario you describe is one where you would likely NOT be doing defense in depth, because you'd be using the same library to handle a vital piece of your security infrastructure.
Regardless, when a shared library is updated for security, you don't need to apply updates to packages using the shared library. That's kind of the point. The only exception is when the flaw is in the interface to the library.
The win entirely derives from the case of having the two independent vulnerabilities. Since they are broken in their own ways it isn't sufficient to find a way to exploit one system (which would work great for attacking a system with both). You have to find a way to exploit each, and you have to find a way to connect the two so you can get all the way through.
Are you sure ? The 1.6 dev repo contains Lua related code [1]
[1] http://git.haproxy.org/?p=haproxy.git;a=blob_plain;f=src/hlu...
http://nginx.org/en/docs/http/ngx_http_limit_conn_module.htm...
As for supporting a single product, I don't see the point of that. Using Nginx for load balancing will probably be much different than using Nginx as a web server, so the learning curve is similar.
Not that I don't welcome competition, I just don't see a real need in this space.
EDIT: btw, the Lua thing was an April Fool's joke...
EDIT 2: no it wasn't, my mistake. I was surprised by this so I checked the page and jumped a gun when I saw "April 1st" on http://www.haproxy.org/news.html. Sorry about that...