The cgo build may also add better performance, but in exchange it makes the build more difficult; the build step for applications distributed with Docker will be broken.
go-nostr has a libsecp256k1 wrapper now, in case you wanted 3x faster signature verification:
https://github.com/nbd-wtf/go-nostr/tree/d06f61136d67aea758845db5585642852d91ebdb/libsecp256k1

It probably works but has bugs, I don't know, but the tests look good.
By the way, is anyone using this library at all besides myself?
Discussion
Using cgo makes the build step very difficult. A newbie who doesn't know what libsecp256k1 is probably won't be able to build a nostr app written in Go.
If possible, it might be better to use a non-go-nostr product.