It does work, it's just not supported because the experience is worse. Open source (Homebrew included) is full of lots of plans: it's lacking people willing and able to execute on those plans. When or if that happens: Homebrew will support installations in more locations.
Because of the hardcoded paths, the precompiled artifacts will not work. Because of this, homebrew will need to run the build script locally. This means that the process takes longer, which is what makes the experience worse.
