It’s absolutely supported if you have SucureBoot and TPM 2.0 support. Sure, it’s not on the official support list but that’s probably because those features weren’t standard yet in that generation and it’s not tested and verified. It’ll still work fine though.

Also, performance is not everything. Support for certain instruction sets is usually the problem, when newer operating systems drop support for older chips. Of course that’s not it in this case, Skylake and Coffeelake are essentially identical and the latter does have official support.