Very strange. Usually versions not removed from documentation unless they have specifically pulled support for it. My guess would be that they have taken away official support for Win 2003 and forgot to update the ISE 2.1 release notes. I would recommend opening a TAC case and getting this confirmed. It might very well work with Windows 2003, but getting support for anything that breaks might be difficult. I personally have not used Windows 2003 with ISE 2.1 so cannot comment on any issues that could arise.
Hope this helps.