Thanks for the question. In my mind, the biggest selling points in Octopus vs. using a CI tool for deployments are when you want to run stages of your deployment in parallel. For example, perhaps you’re deploying to one web server - that’s easy to wire up to a CI system. But what if you have 5 servers? A CI tool runs activities sequentially, while Octopus is designed to run many steps in parallel.
As for running tasks on the Octopus server - if you compare it to a CI tool like TeamCity, Team Build or CruiseControl, you can’t run tasks on those servers either. The solution is to install the build agent service on the build server machine. Most CI tools install an agent on the same server as the build server by default, so perhaps it’s not obvious. For Octopus, we use the same solution. You can read more here:
Hope that helps!