I've never dry hopped a lager either. But it is done with pilseners at times, and IPL's, the infamous India Pale Lager fad around 2016 never really got traction. People would usually say, " ..uhh, isn't that just a hoppy pilsener?"
I've tried Pilsner Urqell on tap and thought maybe there was a bit of diacetyl. So I think a small amount is acceptable, even by BJCP guidelines.