I don't believe that "preparer created" supporting statements have ever transferred. I have always had to page through the prior year return to ascertain whether there are any statements I wish to have included with the return, and re-enter them.

On a side note, if you want the statement to transmit with the return use the "Preparer Notes", supposedly they transmit, while regular notes attached to various line items do not.

f6 > PN to bring up the preparer notes page.