The ESD protection built into the microcontroller, and the physical design of the USB device connectors (shield and ground mate before signals) is usually plenty of protection for most USB device applications.
None of Teensy's normal I/O pins have dedicated ESD diodes either, only what's built into the chip. If pins were to be protected, those would probably be a higher priority than the USB signals.
Should an ESD component be fitted?
For use in hostile environment & industrial applications, they're probably worth the extra cost and PCB area. Likewise if your product has to meet some 5-digit voltage ESD specification. Of course you'll find plenty of application information written by the companies selling those parts, suggesting they should always be used. Usually when conversations come up about ESD, arguing against extra protection can be an unpopular view...
But if you look at consumer products, they're rarely used. The shape of USB device connectors where the D+ & D- signals are shorter gives pretty good ESD protection, at least for the signal wires. The power lines are a different matter, as described in the USB spec under "dynamic attach", where inductance of the cable and inrush currents also come into play. You also get some limited ESD protection built into the chip's pins, through it's not going to be 10+kV rated like dedicated diodes. USB devices also tend to benefit from the 10K pulldown resistors build into the USB host or upstream hub, which tend to drain away any accumulated charge and hold both signals at GND before the USB connector mates.
We do have extra ESD protection diodes on the USB host ports of Teensy 3.6 and Teensy 4.1, as part of the TPD3S014 chip.
