Robert,
I am not sure how much the standard MQ was tested in CICS TS 2.1. However, from what I have seen, MQ is just a large CICS application that it written in C and uses standard VSAM files. I am not aware of it requiring any "special" interfaces within CICS, VSE and TCP/IP. Therefore, there is no reason that I know of why it would not work.
Apart from Channels and Containers and some other enhancements, and ignoring the significant CICS Explorer enhancements, CICS 2.1 is very similar to CICS 1.1.1.
Mike (IBM Hursley)