When you are installing Windows on unsupported hardware, it might work but like Microsoft shared it is not a supported. It means let say if your hardware is supported, it has been tested and if there is a bug, the Windows team will investigate and resolve it. In case you have any compatibility issue or problem in supported hardware. The Microsoft will investigate and fix it. However, in case you are running Windows on unsupported hardware, then Windows team might not fix the issue. In the other word, in case you see any bug in supported hardware and report it, it could fix in future updates. However, when your hardware is not supported even if you report a bug, there is no guarantee to fix the issue and you might relay on community and public website to fix issues yourself.
Microsoft is not bothering you, but it is a way to notify you that this hardware might put you into issue in the future and sometimes the Windows might work for months or years without any issue.
