Thanks @sajirdalas, I tried to set gpio edge to "falling" or "rising" without any luck so I assumed it was not supported.
However it is supported and defaults to "none" and, as you suggested, you need to set edge to "both" to have interrupt working.
I have now tried the second example on fivdi/epoll · GitHub to measure interrupt speed.
I get a mere 96 interrupts/sec, while it says Rasperry and Beagleboard range from about 4000 to 7000.
Would you mind trying the same test just to confirm this is the speed we should expect on Galileo?