Why use gunicorn with a reverse-proxy?
According to the Nginx documentation, a reverse proxy can be used to provide load balancing, provide web acceleration through caching or compressing inbound and outbound data, and provide an extra layer of security by intercepting requests headed for back-end servers.
Gunicorn is designed to be an application server that sits behind a reverse proxy server that handles load balancing, caching, and preventing direct access to internal resources.
By exposing Gunicorn's synchronous workers directly to the internet, a DOS attack could be performed by creating a load that trickles data to the servers, like the Slowloris.
The reason is that there are many slow clients that need time to consume server responses, while Gunicorn is designed to respond fast. There is an explanation of this situation for a similar web server for Ruby called Unicorn.