Currently, it seems that you can only choose SF Symbols in things like StreamDeck buttons, however it would be nice to be able to set those as preview, as a generic symbol would do better than nothing when the provided icon sets don't have what you want.
+1 for this. It's also not available in plenty of other sections. If it's in StreamDeck why not just add it to all of the locations where SF symbols are an option? (Menubar items don't have them either, for example)