Hi Donghee,
Since you said this is not a bug, I changed the title describing this is a matter of improvement.

For your comment, I would say sorry first that I have made you confused. My mention about apache is just to give you an example for the other module that does similar thing(HTTP request handler with cgi support). I would never say the Python server shall support the sub-directory parsing for cgi scripts because apache does but I am saying good is good.

>> Yes, IMHO, but this code is related to the http.server.CGIHTTPRequestHandler.
This code looks like to be executed on the http.server.CGIHTTPRequestHandler not the apache server.

So you may see the PR changes the CGIHTTPRequestHandler class. Please refer to the code.

>> According to docs,
This defaults to ['/cgi-bin', '/htbin'] and describes directories to treat as containing CGI scripts.

This is the one I was looking at. As described, I added '/sub/dir/cgi-bin' into the cgi_directories expecting it to be treated the directory is for CGI scripts but the CGIHTTPRequestHandler does not process it. That is the reason for this issue report. Again, there is no note that restrict the path in cgi_directories shall be a single depth, so I think this will definitely give a benefit to handle the multi-level directories just like https://bugs.python.org/issue21323 enables processing the sub directories of /cgi-bin.
Does this make sense to you now?