I've only ever used load to do it that way so I didn't realize it, but I think it is an actual limitation. based on the wording below from the API I think it's intended. Is there any reason you have to use .ajax()? you can use the same type of callback and so forth you would with .ajax
The $.ajax() function underlies all Ajax requests sent by jQuery. It is often unnecessary to directly call this function, as several higher-level alternatives like $.get() and .load() are available and are easier to use. If less common options are required, though, $.ajax() can be used more flexibly.