That is correct. You cannot put your SQL Server databases directly on a CSV volume in a cluster. You can however put your SQL Server databases on a Scale Out File Server that utilizes CSV and connect to it via SMB 3.0, but that is not really
what you asked about.
What exactly is your use case? Why would you want to use CSV to hold your SQL databases? There might be a better alternative.
David A. Bermingham, MVP, Senior Technical Evangelist, SIOS Technology Corp