Yeah I had no idea either, but I'm sorry to say it's going in the same bucket as using a real em-dash vs a double hypen--if it's not on my keyboard it's not gonna happen.
There's also option+space for and other goodies. I recently added option+x for "checkmark x" and option+v for "checkmark v" since I like dropping those around more often than I should...
Btw, if you haven't already, check out Karabiner on macOS for AutoHotkey-esque functionality.