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This is similar to this issue: #798. As far as I can tell we don't explicitly say which models can handle missing values beyond https://www.tmwr.org/pre-proc-table.html.
This issue was brought to mind by this StackOverflow question: https://stackoverflow.com/questions/73772317/missing-data-in-columns-error-during-tidymodels-classification-with-cvfolds/
It would be nice to have a place to link to, to support the claim I made in the answer that ranger doesn't support missing values.