I believe both Java and Go SDK support a clean shutdown that waits for activities to complete without polling for new ones. The ability to wait for the whole session completion is not currently supported. I filed a feature request to get this added.
Go SDK worker.Run waits for TERM signal which pod sends to the process on clean shutdown and then executes the clean shutdown.
In Java the main method of the application has to deal with signal handling and then use worker.shutdown and worker.awaitTermination to wait for activity completions.