I've not heard anything about officially supported. Doesn't mean it's true, but I don't think that's true. Maybe someone did this using a usb stick (as I understand) but that's not officially supported by Apple.You can literally go and boot a third party kernel on an M1 machine, it’s officially supported and documented. That’s not the problem. The problem is supporting all the custom hardware. Even if Apple were to share their GPU etc. documentation with MS (which I doubt), it would take a significant effort to write and support production ready drivers. Why would either Apple or MS spend resources on that? GPU makers write drivers because drivers sell their products. Apple does care about you running other OS natively. MS won’t make enough money from Apple Silicon to justify spending $$$ on official support.
Now, virtualization is a much more straightforward path. It’s infinitely easier to write and support a DIrectX to Metal wrapper than to write a full driver stack. And there is enough money in it for someone like Parallels to take the job.
Anyway, I agree with you they have no incentive to share with MS for native support. It's not important to Apple to have a thrid party OS optimized on the system, (nor should it.) Most vendors care less about booting Linux on their hardware unless it's their goal (fe. System 76 or -some- Dell.)