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The Big Oxmox advised her not to do so, because there were thousands of bad Commas, wild Question Marks and devious Semikoli but the Little Blind Text didn’t packed her …
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https://math.stackexchange.com/questions/717246/what-is-the-meaning-of-common-support-here
(Sometimes "common support" means the topological closure of this set, but this probably doesn't matter for you.) The "common support" assumption is important here because you can truncate an exponential family of random variables, to get a new exponential family of random variables.
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https://stats.stackexchange.com/questions/50635/do-we-need-overlap-common-support-in-case-of-a-parametric-regression
I am not sure if I agree with your characterization of extrapolation. It seems more about Xs than epsilons and normality. The basic intuition of the support problem is that if you are going to estimate the counterfactual for a given person by someone matched to that person, then you need to find someone similar to that person in the counterfactual state.
https://en.wikipedia.org/wiki/Support_(mathematics)
Closed support. The most common situation occurs when X is a topological space (such as the real line or n-dimensional Euclidean space) and f : X → R is a continuous real (or complex)-valued function. In this case, the support of f is defined topologically as the closure of the subset of X where f is non-zero i.e.,
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