I know this topic is around since years and the answer if its a supported was always no.
I haven´t read anything for a while now about it. The point why it was (and maybe still is) not supportet was the latency sensitivity of the JMS AFAIK. If you have a connection server on to sites and the data replication is not fast enough it could happen that two users get asigned to the same desktop in a floating pool.
I wonder if there could be any problems in an environment if all desktops are dedicated & persistent, where the above scenario can´t happen?