In this analogy, using better hardware affects the discount per gallon, but there are still situations where the closer gas station is the better choice.
L2 cache is 1000x closer than the PCIe bus. Pretty much anything that has to respond in ~realtime to outside events will run better on the CPU. You can use the GPU to visualize the state of the system with some small delay (e.g., video games), but it is not so great at modifying state in an efficient manner - especially when serialization of events & causality are important.