Thymeleaf DOES indeed allow your templates to live inside a .jar file. In fact, it allows your templates to live wherever you want, as long as you provide an ITemplateResolver implementation that is able to open an InputStream on them.
Out-of-the-box implementations for this interface include getting templates from anywhere in the classpath (ClassLoaderTemplateResolver), from files anywhere in your file system (FileTemplateResolver) from URLs of any kind (UrlTemplateResolver) and also from the ServletContext (ServletContextTemplateResolver), only being this last one the equivalent to JSP template resolution.
In order to get your templates from a .jar file, ClassLoaderTemplateResolver should be the better option.
Adding a comment about this in the feature list shouldn't do any harm, you're right ;-)