I did not mean to imply that your level of protection is as good on non-supported browsers because it is not. Auto-protect will still kick in and protect you when something is saved to or accessed from your hard drive.
Some of the other things like IPS (Intrustion Prevention Service), safe web and other things are only integrated with supported browsers like Firefox and IE. These other technologies can many times block things before they get onto your hard drive.
In my opinion you should use one of the directly supported browsers for the best all-around protection.