It's supported as long as it is your personal backup. It's not supported when it becomes a way to exchange presets as there are too many variables for us to manage (different softwares/OS/computers/midi cards/etc.)
If you download a preset to your computer via MIDI (can't do via serial) and you try to reload it without success, you shouldn't worry about the unit. the preset may be corrupted and won't cause any problem to the unit.
What +can+ cause problems is getting presets from the cards as these are text files that might be edited. This can cause problems to the unit and should be avoided.