Larry,
With Zwave, the only company who has products that provide that status (without polling) is Leviton. I've heard that they have a patent on that, and no one wants to pay them for the license to use it (if they allowed it). I don't know if the latter is true or not; personally I thought this would be part of the Zwave protocol and assumed that they were the only ones who invested the time to implement it... either way, the Leviton devices do report their status back if there is a state change... UNLESS (there is always an exception right?) the device was part of an Area/Group command. When the devices receive a command to turn on as a group, they [Leviton devices] do not automatically report their status.