No. the short answer is: if you care about scalability, don't block your connection threads, use background delivery and friends.
what do i mean by scalability: we have often more than 10.000 users concurrently logged in, more than 2.000 concurrently active. With this kind of scale, we see frequently 200 views per second (and about 5 times this number as hits).
Say, the server has 10 connection threads configured. If e.g. a query is delivering a large file, the time to finish for this query depends on the connection quality between the server and the client (which you can't influence). For a client with a good connection quality, time-to-finish might take e.g. 0.5 secs, for one with bad quality e.g. 10 secs, or a minute. So, without background delivery, the connection thread might be blocked for 10 secs, 1 min... Suppose, there are 10 clients, requesting the file over bad connection at about the same time. In this case, all 10 connection threads will be occupied for this time, the server won't be able to serve any requests. If we serve e.g. 100 query per sec, the 10 sec case will mean that 1000 queries have to be queued (for 1min: 6000). Increasing the number of connection threads by a factor of 2 or 5 does not change the picture, if really slow operations can occupy all connection thread.
With background delivery, the processing time in a connection thread is in the range of milliseconds, independently of the connection quality of the client. Therefore, one can keep the number of connection threads (and therefore the memory footprint) low and ensure scalability (for this kind of load).
The numbers above are in some respects conservative figures; when a site serves e.g. video content, the delivery times might be much larger.
What has this to do with your question: if you have a request that has to fetch content from a different site (via ns_sock or whatever), you are in a similar situation, if you don't know the connection quality or the size of the content that has to be transfered.
Recommendations: try to occupy connection threads as little as possible; if you have confidence to the performance of transfers from other sites content within a connection thread, use ns_socket and friends, and try to cache transfered content if possible; if you care for scalability, decouple spool time from processing time and use tcl threads and async io.
Hope this helps.