When I run the example, it is indeed a little slower when interpreted, but only by 1-2 seconds. I'm not experiencing 30+ second delays for whatever reason.
1 or 2 seconds for a web server is a HUGE delay. Suppose that you try to serve hundreds of pages simultaneously... In my application domain (speech-enabled applications), such delays are unacceptable.
I know Marc is a not a big proponent of the other web-continuation approach (the one taken by PLT Scheme, for example) that keeps the continuation on the server. But for some domains like mine, there is no need to worry with the back-button problem. So the other approach is viable and would not incur this serialization penalty.
Just my 2 cents.