That's so weird. No idea why they restricted that but not the other ways of setting a window to always stay on top. Like whatever Firefox's picture-in-picutre uses.
EDIT: I guess they want to prevent you from doing interesting things like staying on top of the lockscreen. This article sheds some light on the Z ordering changes since win8
https://blog.adeltax.com/window-z-order-in-windows-10/
16 new Window bands (layers) is excessive. "Activate Windows" and Cortana each get their very own.
Locking other vendors out of that functionality (eg. can't create a Notifications panel alternative) is anti-competitive and degrades one of the best features of Windows (the ability for others to improve it as they see fit).
EDIT: I guess they want to prevent you from doing interesting things like staying on top of the lockscreen. This article sheds some light on the Z ordering changes since win8 https://blog.adeltax.com/window-z-order-in-windows-10/