Ruminating on Asynchronous Request-Reply pattern over HTTP

Quite often, a HTTP request would entail processing on some back-end that communicates via messaging. In such cases, do we keep the server thread waiting for a response on the queue? or do we have a better design pattern to handle such scenarios.

The following article on Microsoft illustrates a good pattern for Asynchronous Request-Reply pattern over HTTP - https://docs.microsoft.com/en-us/azure/architecture/patterns/async-request-reply

Excerpts from the article: 

1. The client sends a request and receives an HTTP 202 (Accepted) response.
2. The client sends an HTTP GET request to the status endpoint. The work is still pending, so this call also returns HTTP 202.
3. At some point, the work is complete and the status endpoint returns 302 (Found) redirecting to the resource.
4. The client fetches the resource at the specified URL.