Bazzite does support NTFS. I use Bazzite on one of my devices with ntfs partitions and I haven’t had any problems so far. Unless you mean installing Bazzite on the ntfs partition which yeah I guess it doesn’t but Im not sure if any other disro has support for it.
But fair enough, immutable distros have a read-only system so making certain changes might be difficult and the usual commands might not apply. They are not impossible though, just require different commands since you have to layer those changes on top of the system. I have been able to make pretty much any changes to my Bazzite system that I would do on an ordinary distro.
Bazzite also has a really nice community that will help you with any issues and you can also ask for help in Fedora Silverblue/Kionite communities since Bazzite is just an image of Fedora (Kionite).
Yeah the docs are a bit misleading but they are mostly for complete linux newbies. Its basically saying that to scare away any newbies from relying on ntfs because ntfs on linux has quite a few issues (in general, not exclusive to Bazzite) and might break unexpectedly since it is reverse-engineered so it is not perfect.