You were missed, Monty! In fact, seems stars have been out of alignment for a while now :)
Interesting question. I don't know of anything in Drupal that prevents asynchronous loading: Everything ajax specifies its own menu path for server callback, and the .onComplete handler already on the client will get called by any call underway once it's finished. I believe the option exists for sync vs async..
However, you wrote "..async javascript loading" implying you're talking about more than messages going back and forth: Require.js is a library to load supportive scripts on the fly, right? Is there something about Drupal that prevents you from doing this just the same? I'm sure you saw the single, unmaintained D6 requirejs module already...
-Bronius