Embedding would make local dev/CI integration testing convenient.
Embedding replicated Redis with each application instance would give you HA benefits while infra-management complexity.
Embedded redis (even via local RPC) is still going to be faster than a lot of languages or frameworks’ built-in data structures. Large array operations in, say, Python are gonna slower than RPCing to Redis (assuming that the data structures are built gradually and not built all at once); to beat Redis you’d have to use numpy or something—-which is definitely preferable, but is extra work if your app already uses Redis for other things.
Just like choosing SQLite over e.g. LMDB or RocksDB, embedded Redis would be a nice future proofing option for small apps during the prototype phase; less would have to be changed to move Redis out of the app than if a different cache or persistence service were chosen.