No, the MBSA doesn't support WES2009 or WES7. I have checked the web, and the following website that provides relevant information is a post on the MSDN website. You can check that website to find out more about the compatibility of MBSA and WES2009.
Quote from the page: "MBSA was not designed for Windows Embedded Standard 2009 and might generate a few false positives."
MSDN page: https://msdn.microsoft.com/en-us/library/ee832774.aspx