Answer
Check the current Supported Platforms documentation's list of supported OS versions/editions for the Management Server specifically — sticking to a listed, supported edition (rather than an unlisted flavor like Server Core, if it isn't on that list) matters here the same way it does for any other unsupported-platform choice: an unsupported edition hasn't been tested by R&D, and you'd have a harder time getting support if you ran into an issue specifically tied to that choice.