Reading through the documentation that you shared, this Early Access feature does indeed only appear to support iOS and Android native platforms, but I did take a look at the GitHub react-native-auth0 repo where the EA feature is also added. While there is no express mention that a React Native platform is/will not be supported, it can be argued that it should be possible to make it work.
While we currently do not have any official support or plans to further develop on React Native from what I can find, I can encourage you to submit a Feature Request in our Feedback section where other users can cast their vote. As this page is being monitored by our Product team, enough involvement can help drive interest and speed up the development.