"Can I assume every AIO that can display the CPU temperature or other data needs a USB connection and dedicated software on the OS level running?" YES. No mobo has that ability, but custom software from the maker can access that info and display on that screen. However, you do NOT need that to get good cooling.
For your search for an AIO system that does NOT require added custom software tools, one guide is this: IF the system NEEDS a connection to a USB port, then it IS using such added software and probably requires it. But any system that can be connected only to the CPU_FAN header, an AIO_PUMP header, and possibly another mobo fan header does NOT require extra software. Such systems (there are many) can be controlled automatically by the existing fan and temperature management tools built into BIOS Setup in the mobo. SOME such system do come with their own cooling management apps, but those merely access the mob's built-on tools and make your tasks of adjusting easier. Generally they do not add extra features.