I don't believe that's the case, but I might be missing something. UMIP makes a system more secure, but it isn't a hard requirement for any feature-wise assurance? For example, TPM+UEFI+Secure Boot is required if Microsoft wants everyone to have full disk encryption by default, which makes sense. UMIP, not so much.
According to WikiChip, UMIP got added in Zen2 (Ryzen 3000), while MS supports Zen+ (Ryzen 2000).
Can't be true as Coffe Lake doesn't seem to support it yet win11 will work on that