This is an occasionally requested feature.
As I'm fond of pointing out, ALL features are unimplemented until someone designs, specs, implements, tests, documents and ships the feature. So far, no one has done that for this one. There's no particularly unusual reason why not; we have lots of other things to do, limited budgets, and this one has never made it past the "wouldn't this be nice?" discussion in the language design team.
The CLR doesn't support it, so in order to make it work we'd need to do runtime work in addition to the language work.
I can see that there are a few decent usage cases, but none of them are so compelling that we'd do this work rather than one of the hundreds of other features that are much more frequently requested, or have more compelling and farther-reaching usage cases. (If we're going to muck with this code, I'd personally prioritize delegate constraints way, way above enum constraints.)