Hello,
You are correct in finding that MicroPython on Digi XBee devices do not support hardware interrupts.
Digi XBee 3 devices (and XBee Cellular) are not exactly end-user-programmable microcontrollers in the way you might be thinking (in the sense of, I bought an MCU, I'll write some firmware and flash it on the hardware). You cannot write code on these modules using C. MicroPython was added to these devices to enable edge intelligence, as described in this post: https://www.digi.com/resources/examples-guides/micropython-examples-for-edge-computing-part-1
If you have some product design in mind where deeper hardware integration with MicroPython is needed, please reach out to Digi sales.