As you've found already you can add libraries and mess around to get some bits working, but it's not officially supported (so might change from release to release or break) and most likely never will be. It's more by accident than design that it works at all this way.
I've often wanted to use a professional IDE for doing Greenfoot work myself, but the simple answer is that Greenfoot is primarily focused for beginners, for a fun and interactive way of teaching Java to people who have never programmed previously. The developers could potentially focus their time in providing official support for coding in other IDE's, but the amount of work required means it's pretty much been decided it's not worth doing.
If you haven't noticed already, Greenfoot 2 is now out with a much improved editor that supports basic code completion and intelli-sense. It's still of course nowhere near the IntelliJ editor, nor will it ever be, but it certainly makes developing in it more tolerable if you're used to something more advanced.