I think there might be a bit of a terminology misremembering here: unless I’ve missed something, “unsupported” would be MOCK, so a non-NUC device on which ROCK happens to run, or third-party fanless hardware, such as the pre-built device referred to here.
Removing a NUC board from the case certainly voids the intel warranty, but is supported unless that has changed since the question was asked, and answered, point blank.
Of course @danny isn’t a big supporter of non-Nucleus fanless cases, because some of them are apparently a bit tight as far as cooling is concerned, plus IIRC, one of the differences between Nucleus and a home-built or third-party fanless ROCK device is optimisations to Nucleus, to help heat dissipation, but it’s a completely different can of worms than building a MOCK and dealing with (unlikely) potential driver issues in potential future versions.