This is by design, since the emoji available in the picker are ones that are most guaranteed to show up in all email programs, apps, devices, etc. If you're wanting an emoji not available in the picker, I'd advise looking it up on the internet and copying it directly into the subject line. Otherwise, you should also be able to set the subject line emoji via the mobile app's scheduling page, using your device's native emoji keyboard.
I did go ahead and submit some feedback for the article so this point is a little more obvious / highlighted, and what the workaround would be. I also went ahead and pinged the devs that work with the email editor and scheduling pages, to see if there's any updates / additional emoji that can be added to this list of guaranteed ones.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ William A Community & Social Media Support