Yes, I can confirm this for the first generation iO Dock (30 pin connector). This is true for both the USB MIDI port and the 5 pin DIN connectors (they are not distinguished internally and show up as one Input/Output "Dock" in Core MIDI apps). Very disappointing indeed, but I would recommend not to remove the iO Dock from the recommended list because there are a lot of use cases (e.g. remote control of SLM by MIDI messages) where you usually do not need SysEx at all. A warning about this limitation should be enough.