I can see multiple places that web sockets are not supported in function apps. I just want to create a web socket for some seconds and close it down again. So I do not have a need for a complex socket framework. I was wondering why this settings is present if it is not supported? Has Microsoft started supporting this feature?

Azure Functions are generally hosted in 2 ways:
In this plan, the underlying machine is de-provisioned when the server is idle. So, you may lose your active Web-Socket connections when the machine is idle and de-provisioned.
Also, below is the statement from the Microsoft Azure Function team:
There are some challenges here because WebSocket is really a stateful protocol (you have a long lived connection between a given client and a given server) while Azure Functions is designed to be stateless. For example, we will often deprovision a Function App from one VM and start it on a different VM (perhaps in a different scale unit) based on capacity constraints. This is safe to do for us today because of our stateless design - but if we did it when there were WebSockets connections to that VM, we'd be terminating those connections. Source: GitHub
If you are using a dedicated App Service Plan, then Web Sockets will work for sure, because there is a machine in the background which is not serverless (always available).
Just make sure you have enabled Web Sockets in the configuration (as you have done already).
Check web-socket connection limits for App Service Plans from here -
App Service limits

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