You need CPU time to evaluate the priority of the event. This can't happen until after you've interrupted whatever process is currently on the CPU. And so the highest possible priority an event can happen is limited by how short a time slice a program gets before it has to go through a context switch.
To stand ready to reliably respond to any one kind of event with low latency, every CPU intensive program must suffer a performance penalty all the time. And this is true no matter how rare those events may be.
To stand ready to reliably respond to any one kind of event with low latency, every CPU intensive program must suffer a performance penalty all the time. And this is true no matter how rare those events may be.