Yeah, this is not supported in the GitHub Actions workflow.
The strategy is used to create a build matrix for a job, it is a job-level syntax, and you can’t use it on workflow-level to configure all the jobs at once in the workflow.
If you want to configure the same matrix for all jobs in the workflow, you need to configure on every job.
Of course, if your projects really need this feature, I recommend you directly report a feature request here. That will allow you to directly interact with the appropriate engineering team, and make it more convenient for the engineering team to collect and categorize your suggestions.