It is still not supported on the WSA.
There is a feature request BugID for it:
HTTP/2 sites should still work via WSA as WSA at the time of negotiation will downgrade the connection on both client and server side to use HTTP/1.2. All the websites that have started supporting HTTP/2 still support HTTP/1.2 as well. So, you should not be seeing any issues. If you are facing any issue with a specific site, please do create a TAC case to enable TAC to help debug it.