The C++ async API is based on receiving events through a completion queue rather than having direct callbacks from the notification manager. This was an intentional design decision to make sure that the application layer has full control over its own thread usage and to prevent malformed callbacks from blocking notification processing by the library. As a result, there are currently no plans to provide a callback interface to the C++ async client.
You can emulate this behavior if you like by having a thread continuously calling Next (or AsyncNext) and then have it invoke the callbacks associated with the active tags (or have it pass that information to a threadpool that would do that). That's actually likely to be the most common use of the async API on the client side, IMO.