Redis has some pretty useful primitive that many languages don't:
- HyperLogLog, bloom filter, other probabilistic data structures
- Geospatial operations on stored points and polygons
- Expiring keys, for creating caches
These aren't in most standard libraries, and the Redis implementations tend to be fast, robust and well understood.
Can you name a single language that can talk to redis and doesn't have these in a form of a library that integrates with an app better than mystical embedded redis?
Every language you can talk to redis most likely has a library to do that, and it probably works much better with the rest of application than "embedded redis". If it doesn't, it probably has C-FFI and there is "fast, robust and well understood" implementations in C.
Sure. But if Redis was embeddable you'd get a robust C-FFI style implementation of those data structures which has been tested a lot more than some random library that has almost no existing users or active maintenance.
(I'm not personally sold on embedded Redis myself, but the question was "Aren’t your own programming language’s constructs much more well-defined / understood?")