I have. But see also the second line in the article: For Machine Learning Services, Python and R are supported languages. For Language Extensions, Java is supported but must be defined with CREATE EXTERNAL LANGUAGE.
Another reference: https://docs.microsoft.com/en-us/sql/language-extensions/concepts/extensibility-framework?view=sql-server-ver15
Learn about the extensibility architecture used for SQL Server Language Extensions, which allows you to run external code in SQL Server. In SQL Server 2019, Java, Python and R are supported.
So all documentation seems to say 'Yes, you can create external languages, but at the moment the only external language you can create is Java'.