It is as you say it is not officially supported, therefore if you were to have a problem and call intel the first thing they would get you to do is trest another operating systmem. Otherwise, there shouldn't be any reason it won't work.
I know that Win 7 works fine on that even though it was not on the validated list.
You will note that you may be stuck with 2 yellow bang in device manager if you have the board that comes with Intel® 82573E gigabit Ethernet controller.
These will be the AMT drivers.
Download this driver
Install the network driver.
Then install manually the AMT driver by browsing into the folder.
The drivers will be inside.
Apart from this, everything seems to work fine.
I would imagine that Win 2008 R2 will be similar to Win 7.
All the best,