If bi-amping is so great, why do some high end speakers not support it?

Any crossover requires reactive elements, i.e. caps or inductors or both. High quality caps, such as film and foil teflon or styrene, are prohibitively costly in the high values required for crossing over at the speaker. They are just affordable at the line level.

However, exotic crossovers can make all the difference in the world to mating two speaker elements, and so, if this topology is not replicated in the electronic crossover which drives the amps, bi-amping will be inferior for those speakers.

I had great results multi-amping in my Maggie phase, because in those days their crossovers were straightforward devices.

A further note. The speaker crossovers should be disconnected before the bi-amped signal is delivered. If you don't, nothing will explode, but the clean bi-amped signal will have to drive the speaker crossover, which, being made of inferior parts, will eliminate much of the benefit of bi-amping.

For the most part. In general. YMMV