Forum OpenACS Q&A: Response to Suggest where or how to research OpenACS vs. other Web systems
Persistent connections are not maintained by the protocol itself but they can be implemented on top of both HTTP and XML-RPC using the idea of a session and passing session id. It's not being done for you but it's not impossible.
Additionally in XML-RPC you can also implement callbacks/notifications (or whatever the name you fancy) i.e. ability for a server to call the client. Of course in reality you do this by adding the functionality of the server (ability to accept XML-RPC requests and respond to them) to the client so instead of pure client<->server you would have client/server<->client/server. You just define XML-RPC payload that defines a callback and provide the server an address to call. You can do it when you control both the server and client code and they can do pretty much everything. Of course it's not really a property of XML-RPC - you could invent your own syntax to achieve the same thing over HTTP protocol (or any other transport protocol for that matter).
In a way I agree with the spirit (I think) of Jerry's short comment: the distinction between client and server gets blurry and in many cases those terms are used as an approximation of what is really going on.