Is the documentation just wrong then? The docs are very clear that given_name and family_name can be stored in the root here:
https://auth0.com/docs/libraries/lock/v11/configuration#additionalsignupfields-array-
If you want to save the value of the attribute in the root of your profile, use
storage: 'root'. Only a subset of values can be stored this way. The list of attributes that can be added to your root profile is here. By default, every additional sign up field is stored inside the user_metadata object.