You can now, just not without digging into the code
Mystic Searches, for instance, uses sprites to fill the "crystal ball". Sprites for HUD in scrolling games simplify the HUD / Sprite 0 hit trick / scanline counting issue dramatically. However, cost you sprites, of which you can only have so many of on a screen.
But sure, this is completely possible. In fact, you can look at the DrawSprite macro and try it out. Eventually I'll do a tutorial on exactly this.