BigPipeSessionlessStrategy::doProcessPlaceholders() calls BigPipeStrategy::createBigPipeNoJsPlaceholder() which sets max-age to 0 in cache metadata. Thus, with the Cache Control Override module, any page containing a placeholder gives a "no-cache" Cache-Control header.
I don't really know how this problem could be fixed, but it would be nice to be able to have both long-lasting varnish-cached pages (big default page cache duration thanks to Cache Control Override) and still fast responses for uncached pages thanks to Big Pipe Sessionless.
Example use-case: on a public website, most of the pages don't change much (could be cached forever until an editor triggers invalidation), but there's an agenda page listing future events. As time goes by, the event list must be refreshed every day so that past events disappear.