I've come to that conclusion, but I also don't really find any of the libraries specifically mention the 2560 boards with the ESP8266 onboard.
Also, I'm finding that this board in particular, may be a piece of garbage. I'm trying to get the manufacturer to support, but not having great luck with that. Apparently, from what I'm seeing, it doesn't work the same as "equivalent" boards from other manufacturers, and there are a lot of complaints with it.