Why Setup is restricted for the System Drive that does not support Preboot Writing?

Preboot Image is a mini OS of the Opal Lock application that helps to unlock and boot the locked System drive.

If Locked System drive does not have Preboot image written on it's Shadow MBR, then it will become difficult to boot the system with Locked SSD because Computer System will not be able to read the data from the Locked SSD in order to boot the System.

If Preboot Image is written on the Shadow MBR of the Locked SSD, then System will read the Image from the Shadow MBR of the locked SSD and will boot the PBA version that will provide an UI where user can unlock the SSD by Submitting the password.