Yip, I’ve experienced the same segregation with Customer/Supplier and separate Address records in v12.
Although Supplier/Customer can have their primary Address as part of the record I’ve opted not to do so and rather link it to Address records.
The same goes for the primary phone numbers and email address. Conventionally you’d assign these to a Contact at the Supplier/Customer but sometimes the business has a switchboard and something such as info@company.com which is not ordinarily related to a Contact.
In both these cases I first import the Supplier/Customer and then use the name (aka Supplier Name or Full Name) and not the ID to link the Address(es) etc. This saves me from exporting the records again just to link on the ID.
Also note that the Supplier and Customer are not consistent in which fields they carry, eg Supplier has Website but no Email or Phone, whereas Customer has Website, Mobile No and Email ID.