TLDR: Just because it is allowed to do, does not mean tooling support it. The way to support this is by creating a feature request in the parser.
While JSON-LD might be a valid JSON and definitely allowed to be used, the tooling needs to know how to interpret it. The specification has a set of required Schema formats for which all tooling must support and others that are recommended. JSON-LD is unfortunately at the moment, not part of that list, which is why you find the missing support.
I suspect that you use something like the AsyncAPI playground which is giving you this error?
In that case, the root course of the problem is that beneath everything the parser, that parses the AsyncAPI document, does not recognize the format for which you provided. You can read more about it here: https://github.com/asyncapi/parser-js#custom-message-parsers
For simplicity, any payload schema you define, may it be RAML, OpenAPI schema, AVRO, or any other, even JSON-LD, is behind the scene converted to JSON Schema. The reason for this is because the complexity in tooling would be too much if they needed to understand all these different formats.
So, while it may be possible to define the payload with JSON-LD, it does not necessarily mean that tooling support it.
Therefore, do you mind adding a feature request for the parser for this feature?