maybe I have not understood it correctly
You haven't understood it correctly. The async dialogs are the same as in B4i. The Msgbox_Result event is raised. You can either handle the result in a different sub or, simpler and better, handle it with Wait For.
Using Wait For is more clear and understandable than handling the result in a different sub as the flow will continue in the next line. This is especially true in larger programs where there are multiple dialogs.
Note that you can also use Wait For with B4i Msgbox2 (this is the recommended approach).
I have to say that a Msgbox function like Visual Basic would much prefer.
The modal dialogs are not removed. You can still use them.