the distinction is that in scheme, where (at least in the standard implementation) each function call takes an implicit continuation and the code is everted using a bulk cps-transform before being interpreted or further compiled.
in this later case, its possible to use call/cc to create a continuation at any point in a 'normal' program, without having to construct the control flow explicitly. its this 'continuations everywhere' approach that can burden the runtime with a lot of consequences, possibly even precluding the use of a stack at all depending on the implementation.
in the former case you can basically do by-hand cps or event-handling in anything. asm, C, c++, python (3), go, js..
And ofcourse everything by Oleg Kiselyov