It seems that starting from pyro-1.6 one has to use dist.Bernoulli(data, validate_args=False) instead of simply dist.Bernoulli(data) to make it work on non-binarized data. Otherwise, it will throw the Value argument must be within the support error. It looks like the examples have been updated on the master branch, but most people are probably following the (not-updated) tutorials on pyro.ai.
@ziatdinovmax thanks for reporting this. Could you open a GitHub issue pointing to the affected examples?