Thanks :)
Try setting your router only to read URLs from REQUEST_URI $_SERVER superglobal.
$di->setShared('router', function (){
// Phalcon\Mvc\Router has a default behavior that provides a very simple routing that always expects a URI that matches the following pattern: /:controller/:action/:params
    $router = new \Phalcon\Mvc\Router(false); //Create the router without default routes
    //we're using Front Page Controller pattern in relation from nginx -> Phalcon, so we need to read superglobal request params as a source for routing
    $router->setUriSource($router::URI_SOURCE_SERVER_REQUEST_URI);
    //Set whether router must remove the extra slashes in the handled routes
    $router->removeExtraSlashes(true);
    return $router;
});
And... Be careful what you wish for - it may come true.