Bear something in mind: C++ is a much more complicated language than C#. And although they may be similiar syntactically, they are very different beasts semantically. You wouldn't think it would be terribly difficult to make a change like this, but I could see how it could be. ANTLR has a good wiki page called What makes a language problem hard? that's good to consult for questions like this. In this case:
Context sensitive lexer? You can't decide what vocabulay symbol to match unless you know what kind of sentence you are parsing.
Now instead of just worrying about functions defined in classes, we have to worry about functions defined outside classes. Conceptually, there isn't much difference. But in terms of lexing and parsing the code, now you have the added problem of having to say "if a function is outside a class, it belongs to this unnamed class. However, if it is inside the class, then it belongs to that class."
Also, if the compiler comes across a method like this:
public void Foo()
{
Bar();
}
...it now has to answer the question "is Bar located within this class or is it a global class?"
Forward or external references? I.e., multiple passes needed? Pascal has a "forward" reference to handle intra-file procedure references, but references to procedures in other files via the USES clauses etc... require special handling.
This is another thing that causes problems. Remember that C# doesn't require forward declarations. The compiler will make one pass just to determine what classes are named and what functions those classes contain. Now you have to worry about finding classes and functions where functions can be either inside or outside of a class. This is something a C++ parser doesn't have to worry about as it parses everything in order.
Now don't get me wrong, it could probably be done in C#, and I would probably use such a feature. But is it really worth all the trouble of overcoming these obstacles when you could just type a class name in front of a static method?