Why can't I check a subdomain? It gives invalid domain. The domain in question is a CName and is hosted on a completely different server to the main domain. As well as that, there are some sites that only work with the www subdomain.
If a site doesn't have anything set up on the root, it will automatically fallback to www As far as why not stuff beyond that, maybe someday, but right now it would be a resource thing trying to spider every sub-domain out there.