Don't worry, fax number is supported.
I just tested this one as well, I add a home fax number to an outlook contact (it's not really a fax number but it's nice to keep a bunch of junk numbers under once contact) I have filter type set to contacts and under for number I click the arrow, go to menu, new item, select outlook contacts which pulls my outlook contacts and will list multiple numbers (work, home) but the contact I entered a fax number into does not show up on that list when I pull it up. Not the end of the world, but if it's something simple to fix for next release would be handy.