That is because none of the other accellerators, as far as I know work with php in cgi mode. I believe eaccelerator have plans to try and adopt this but i'm not sure how far along they are with that. As I said, you'll need to trial a combination of "fastcgi" with the accellerator, as I have heard of people having decent results with this.
Ok. I will try some other combinations with FastCGI and eAccelerator. Hope, that it's possible to make it working properly . Should I replace PHP-CGI/0.1b module with FastCGI or just add it as another module?