Take a look at this document
- You can set the database recovery model to Full Recovery if your Orion Database is hosted on a SQL Cluster or if you use Always On Availability. However, you must back up your database regularly and ensure that volume you store your transaction log has free space that is at least equal to or greater than the size of your Orion database. Your transaction logs will continue to grow indefinitely until a database backup is performed and the transactions committed to the database. We recommend daily database backups when you use the Full Recovery model.
The issue is not that the Orion database doesn't support being hosted on a SQL cluster, but that it is not supported being hosted on the same database server as a SharePoint database. I'm not clear why this would be.
EDIT: or was this an old recommendation i.e. you can co-host a SharePoint and Orion DB on the same DB server now?
The statement apparently referrs to installing and running Orion on the SharePoint, Exchange or Blackberry server itself as each of the products are known to make changes to the IIS configuration which are incompatible with Orion.
Sharing the same SQL database server with these products should cause no issue.