This is an oversight. Please create a JIRA feature request.
you are correct that this is not supported but probably should be. I'll create a JIRA for this.
In the mean time you can specify your own message composer implementation to accomplish. This can be specified by adding a property named 'composer-class' on the gateway listener.
See the section 'How to change the Gateway Data Mappings' in the ProgrammersGuide for more information about how this works.
Should code to handle StreamMessage be added as well? Then all 5 JMS message types would be supported.
Best to add two separate feature request JIRAs and we can manage them independently.