Why is this the case? Unless I'm failing to think of a better method, I believe this means that a spot light with a gobo filter can't easily be restricted to a certain area / certain shape like a rectangular projection: the spot light will give you a circle projection if you shine it perpendicular to a plane. But what if you want it to project as a rectangle? My best guess is using a light blocker to cut off the edges but that just seams silly. A gobo filter on a quad light would solve this but this isn't allowed.
I made another post just before this one where I figured out a full workaround by using a light blocker in a certain way but that's a whole other write up so go check it out.