Theoretically, in-process communication should be faster than inter-process communication. I think the reason why litespeed is faster is because it is highly optimized, and apache's inter-module communication is not that efficient.
The result is similar with higher concurrency. LiteSpeed performance should be in the same neighborhood with Zeus/FCGI.
We do not implement FCGI multiplexing over one connection yet and PHP FCGI does not support it either. Yes, we plan to support it in the future.
I think Apache mod_ssl is not that efficient, for example, it has to store shared session cache on disk.
Most of our test was performed on low-end hardware, the performance difference will be even bigger on better hardware and our upcoming Enterprise edition will be even better.
You are welcome to benchmark it and post your result here.