Isn't there still an event loop internally though even with callbacks?

I guess there need to be one somewhere unless you do hardware interrupts.

It seems to have an event loop though:

   void app::run()
   {
      MSG messages;
      while (_running && GetMessage(&messages, nullptr, 0, 0) > 0)
      {
         TranslateMessage(&messages);
         DispatchMessage(&messages);
      }
   }

NOTE: That is the classic Win32 event loop.