I'm surprised it's not since, 2014 uses the 2013 file format. Are you having problems with an Add-in? I was reading that 2014 Dll's are compiled using Visual studio 2010/2012. Is this different from 2013?
Even the 2013 AutoCAD file format wasn't supported until 2013 SP3.
I would expect it to be "officially" supported soon.
AutoCAD is one of few application that actually does not need support. As John said, 2014\2015 uses same file type that was used by 2013. Which as Jeff said is supported in EPDM 2013 SP3, However, by setting your file save type to 2010 or lower means the file is compatible with EPDM.
In saying that EDPM addon will not work for AutoCAD 2013+ till they offically release an update as the addon (ARX) is version specific of AutoCAD, had they used Dot net instead of C++ this would not be that case. However the EPDM addon for AutoCAD is useless any way so it is barly better than nothing.