The whole point of USB is reduced wiring. Side channel interrupt would not have made sense.
"Polling" doesn't involves the host CPU, adds no latency. It is done by the USB controller, which sends poll packets to the device. This is all a philosophical decision by USB which is master/slave and doesn't support anything asynchronous by the slave.
The master can choose to ignore certain slaves on the bus if it desires, which isn't always possible with an asynchronous slave. Recall that many devices dangle off a single USB chain.