Not sure it is a shame, technically it may be very complex/ not possible to create raid arrays that span nvme and sata, as these are on a different bus.
And once the nvme is available, we as users will demand full use of the disk in the mixed environment raid0, SHR etc.
So maybe wise to not offer it, than offer a fairly limited solution?
QNAP or users of their units are obviously smarter crowd as all of those QNAP devices built with NVMe slots support mounting as volumes. There's little or nothing bound to complexity of a strict rule which deny mixing various types of storage media into a logical group like array or volume. RAID 0 or RAID 1 volumes are already there for cache, the only difference is a script which makes the volume exposed to GUI/shell and reboot persistent.
The naked truth is that Synology has a hearing or reading deficit and somehow fail to accept feedback from their userbase. Another, more accepted view include equally damaging reputation of vendor of inferior HW. Insisting on cache mode only represent an attempt to cover some serious drawbacks from HW/chipset design. Anyone familiar with J3455 chipset can guess the maximum speed of those drives connected by a extremely obsolete PCIe v2 lane(s) so even the slowest NVMe's overwhelm the PCIe uplink by an order of a magntude.
One of Synology NAS owners asked customer support why they deny such use of NVMe drives and they told him that NVMe is prone to heat and that Synology NAS lacks sufficient airflow solution in NVMe bays !
Complex issue, right.