As you've found, it doesn't appear to be supported, and I'm not aware of any current issues with the rest of the Office 365 portfolio (can't see any further hits on a quick search of the SEP KB).
On a security related note, it's worth mentiining that Symantec.Cloud (fomerly MessageLabs) does provide integration and support for outlook.com and office 365 for mail scanning (as well as archiving as it goes). Have you considered this?