A rule-of-thumb is that any molecule that will dissolve in methanol or a less polar solvent is compatible with SFC, including non-volatile polar solutes.  CO has polarity similar to n-heptane at its critical point. The solvent's elution strength can be increased just by increasing density or alternatively, using a polar co-solvent.  In practice, when the fraction of the co-solvent is high, the mobile phase might not be truly at supercritical fluid state, but this terminology is used regardless, and the chromatograms show better elution and higher efficiency nevertheless.