Simple answer you don't have to, just don't use SQS. If Amazon did the check internally and queried all servers for you the cost of each request would have been much larger and they would have scaling problems. This approach is the most easily scalable.
And even polling every second costs 8.64 cents per day or 2.59 USD a month, stop bitching and get to work.
You always have the option of implementing SQS yourself. It might cost you a fair bit more of time, money and energy. Much, much more than the few extra cents you'd pay.
And even polling every second costs 8.64 cents per day or 2.59 USD a month, stop bitching and get to work.