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> USB-C oscilloscopes work because the peripheral contains all the hardware, so it doesn't particularly matter that the device->host latency is high.

Yeah, that's basically the way accessories have gone. Powerful mcu's and soc's have gotten cheap enough to make it viable. Makes me a little sad though, I liked having low latency "GPIO's" straight to software running on my PC (but I'm thinking as far back as the parallel port... love how simple that was).

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It's not just that - anything working with analog signals benefits hugely from not living inside the complete EM interference nightmare of the computer case.
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Well there is https://www.crowdsupply.com/eevengers/thunderscope

With USB4/TB you can get quite far in both latency and throughput. Actually there are network adapters with TB connection that are just TB to PCIe adapters and PCIe network card.

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