I am experimenting with migration to http/2. I have set up a Wordpress website and configured NGINX to serve it using http/2 (using SSL/TLS).
My understanding of http/2
You're misunderstanding how this works.
Keep Alive's work between requests.
When you download a webpage it downloads the HTML page and discovers it needs another 20 resources say (CSS files, javascript files, images, fonts... etc.).
Under HTTP/1.1 you can only request one of these resources at once so typically the web browser fires up another 5 connections (giving 6 in total) and requests 6 of those 20 resources. Then it requests the remaining 14 resources as those connections free up. Yes keep-alives help in between those requests but that's not its only use as we'll discuss below. The overhead of setting up those connections is small but noticeable and there is a delay in only being able to request 6 resources of those 20 at a time. This is why HTTP/1.1 is inefficient for today's usage of the web where a typical web page is made up of 100 resources.
Under HTTP/2 we can fire off all 20 requests at once on the same connection so some good gains there. And yes technically you don't really benefit from keep-alives in between those as connection is still in use until they all arrive - though still benefit from small delay between first HTML request and the other 20.
However after that initial load there are likely to be more requests. Either because you are browsing around the site or because you interact with the page and it makes addition XHR api calls. Those will benefit from keep-alives whether on HTTP/1.1 or HTTP/2.
So HTTP/2 doesn't negate need for keep-alives. It negates need for multiple connections (amongst other things).
So the answer is to always use keep-alives unless you've a very good reason not to. And what type of benchmarking are you doing to say it makes no difference?