But it did support playlists.
I've been using playlist shortcode with Jetpack from the beginning.
This format has been generating playlists at least for the past couple years:
[audio one.mp3,two.mp3,three.mp3|titles=Song One,Song Two,Song Three|artists=The Ones, The Twos,The Threes]
Again, the playlist player here on this page was generated using Jetpack.
In fact, I wrote a popular plugin in 2011 Jetpack Easy Playlists to generate this shortcode by looping over attached mp3s. Some of you guys at Auttomatic have even helped me with it...