The only mechanical gauge I'd have is boost.
Another way to think about it is the gauge needs smething to detect what it's actually reading right? something that detects the temp/pressure/whatever.
In an electrical, the sender sits in the engine bay and sends an electrical signal to the gauge by a wire to tell it what value to display with the needle.
With a mechanical, you have to take whatever you're measuring and plug it straight into the gauge.. so your oil line has to go into the cabin to plug into the gauge. Ugly stuff.