Huh, turns out you're right. Not sure if that was the case when I started moving to GitHub (~15 months ago) or not, but looks like it's a thing now.
But still, you can do other things like selecting a different code highlighter (which GitHub deprecated recently).
It's always been the case. Github Pages has always been just a static file host.
To clarify, you mean you can if you add the output to your git repo right? Currently I have gh pages set to automatically build my site with jekyll, but I believe they limit plugins to only safe ones.