It's black-box optimization. This means that we just have an objective function, without access to derivatives or whatever other information. This is not relevant for training weights in deep learning for image classification, or other things for which the gradient works well.
Sure GA can be great for weights as well - but mainly when gradient is unreliable. I would not use Nevergrad for training the weights of a convolutional network for image classification for example; whereas I use Nevergrad for WorldModels.