Glancing through the source code, this does look pretty intentional, yeah… My guess is that it is generally mimicking the more familiar ssh -L, which supports only TCP and Unix-domain sockets.
(fly proxy also supports the latter, actually, e.g., fly proxy /home/debian/ock:5556. That ability is not documented anywhere that I’ve been able to find, though.)
This command is super-handy but as a whole has long been described as “not very documented”, etc., so probably it’s just an oversight that its limitations were never stated explicitly.
Aside: We users were invited a while back to file bugs against the official docs’ GitHub repository…
I don’t have a GitHub account myself, so I haven’t tried, but that might be easier for people to keep track of than here in the community forum, 
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