Some service applications do not support DBA created databases!!!

Running SharePoint 2010 SP1 (Feb-Mar 2012 CU)

Just found out after attemping to use DBA created databases that the following Service Applications do not allow the database to be pre-created.   An error is generated stating that the database already exist.

Does anyone know if there is a work around?

   "ASP.NET Session State Service"
   "Usage and Health Service Application"
   "Search Service"

Really frustrating!  The Microsoft documentation I found does not mention this.  This really throws a wrench into the whole DBA created database theory.  Kind of makes it pointless!

Any word from Microsoft on when/if this will be fixed?   This is really frustrating!!!!

Thanks!