Well it still creates a bunch of objects for nothing in many case(which increase the memory load), and on top of that it gives a really bad control over the source since you need to create an interface for most things separated.
The reason why people use callbacks are because they want an event notifier for web apps its not usefull for other things.
I know tho you picked to choose the callbacks from aion to the advice of a noob, but unless you want many many many small and useless objects for something that can be solved with a simple global task for example than you should not implement a callback. :)