I thought regular analog servos already provided feedback, are the digital servos different?
Analog servos do not provide feedback, without being modified. Not all digital servos provide feedback either.
There is the Open Servo
project, which replaces the electronics in a servo (analog OR digital) with different electronics. You can even have the modification done for the price of the board and a small fee per servo. The new electronics board provides a lot more functionality than you get with most servos now, including most digitial servos. The conversion is not for the person who is scared by the idea of dismantling a servo, soldering to parts of it, and reassembling it.
Do you guys mean the feedback for the servo during the "ALL=0" state?
No, the feedback is either available from the servo or it isn't available at all.
I've always wondered how other robot servos did that command, where you position the leg when the servos are essentially not commanded and read back the feedback value for a rapid gait captures..
How are the servos essentially not commanded? I'm not sure you really understand servos and how they are controlled. For analog servos, they have to be sent commands every 20mS or so or they will lose their position. Digital servos can hold position without being sent commands like this.