Hi mynameisdan00,
I personally believe, it is not that they don't support, multisites using Subdomains with shared hosting, it is that they have some glitch's in configuring multisites or the support staff's don't know how to resolve this for customers.
Actually, I figured it out How to use subdomains for multisites with godaddy shared hosting, wrote an article about it, see enabling multisites using subdomains with Godaddy shared hosting where I explained how you can enable it.