If you are already using nginx as a proxy, and it has access to the files, then I would. Nginx will always be more efficient at serving static files than any python application.
If you are not using is already, or your deployment is not easy to configure it, this might not be necessary. I would take into consideration: the amount of expected traffic, the deployment strategy, and application architecture to determine if the effort is necessary. For larger scale deployments, you may even find nginx to be insufficient and that you need instead to use a CDN.
There’s no one single answer to say what is better. It is application and use case specific.