It would be extremely useful if you allow to put support inside the piece. I really don't understand why it's not possible.
Sometimes you only need some specific parts to support and using infill it's a huge waste of time and material. And I know that it's possible to hollow the model to trick the slicer so it would recognize the inside as outside, but that creates other unnecessary problems.
Allowing inner support really would save time, and I don't see any logical reason why is not allowed.