Really, anytime there is any form of push (whether SSE, long polling, etc) then you need another way to re-hydrate to the full state. In which case you are nearly at the point of doing plain old polling to sidestep the complexity of server-driven incremental updates and all the state coordination problems that entails.
Of course with polling, you lose responsiveness. For latency-sensitive applications (like an interactive mmorpg!) then HTTP is probably not the correct protocol to use.
It does sound like Second Life has its own special blend of weirdness on top of all that. Condolences to the engineers maintaining their systems.