Could you double-check this information? We're seeing a lot of support threads with users unable to get the subfolder sites running properly because a slash is being stripped out. Everything else in the setup is correct. In fact, one poster says he did get it working but it came back - which suggested a server script to me. Yes, most users asking were on DH.
And it's perfectly fine & understandable if it isn't supported - it just makes it easier on the wp.org volunteers and mods if we know this ahead of time.