OK, on further reading, the ICSP port is now called the SPI port because it is no longer used for programming, just for communication. Hmm. Edit: Maybe that explains why there is no ICSP header for the 16U2 that drives the USB Programming port. There is, its just moved relative to the Mega, as neuromancer2701 points out.
Its not clear what is driving the USB Native/USB Host port.