Latency is bad, but it's pretty trivial to build a short range ultra-low-bandwidth wireless connection that will never have a latency of 1ms or greater. And for a human inputting via a mechanical device into a desktop operating system, that's as good as zero.
The default on a USB keyboard is polling every several milliseconds anyway.
Do they not? Probably because they're using simpler chips and they're conserving battery power instead of sending the message at 5x the necessary strength every tenth of a millisecond.
Or because they're hooked up to USB, or using 5ms of debouncing anyway, so the extra bit of latency isn't enough for them to care.
I can't remember using a wireless keyboard in the last decade that had any noticeable latency. Even a cheap HP Wireless Elite that I tried on a whim recently had no visible latency as I typed.
The default on a USB keyboard is polling every several milliseconds anyway.