called up SEG and specifically asked about this, and was told it was supported

That seems unlikely; what exactly did you ask and what did they say?

I'd guess that there are several reasons why it's not possible currently. The code on the router is designed to talk over Ethernet to the supported devices - that is how it was designed, so to support a completely different device (whether embedded or not) would need (re) development work, and being built into the same CPU, it might not even be possible, or compatible. Secondly, as a managed wireless system it's a bargain but someone has to pay for the R&D etc., so the cost of an AP is really not a huge price for the extra functionality if it includes the feature.

I ill not be doing that now, so I do not believe that you will sell more units by not allowing it, if that is the intention.

Not sure what you mean... If someone wants the wireless management system they need a router and an AP.