Need clarification on documentation of SSH keys on the server

I ran the gitlab:check rake task on our server, and it gave me this complaint: https://docs.gitlab.com/ee/ssh/#ssh-on-the-gitlab-server

I’d like more clarification and details about “These customizations are explicitly not supported and may stop working at any time.” and “… this practice is not supported and is strongly discouraged as it presents significant security risks.”. Where is it explicitly not supported? What are the details of these significant security risks?

Thanks in advance.