Input lag or similar is pretty much always the selling point for gaming keyboards and monitors, but for mice it's always the sensor that can do 20K DPI or whatever. But I rarely see input lag being a point for sell. Does that mean that it isn't that much of an issue?

yes. there is button latency and sensor delay. for 8000 hz polling rate, testing shows that 3200 hz shows the fastest response time- but after that it's diminishing returns. but YMMV.