Firmware support not required. All the MX Lock does is simulate holding the switch down.
Say you had two layouts, one normal and one on the Fn layer. If all you have available is a regular old momentary Fn key, then you would need a Lock switch to keep the Fn layer active while you type. If you have a Fn key that works as a toggle, or is software lockable, then normal switches would be just fine. Easy AVR USB supports all kinds of Fn modes. (momentary, toggle, lockable)