Mike Stall says:
  EnC does some very low-level things
  that are pretty OS-specific and so
  limiting to a single platform was
  primarily a resource-constraint.
  Future CLRs will no doubt expand this.
  Our porting effort also started from
  scratch in V2, and so all the rest of
  the debugging services had to be
  ported too, so we already had a very
  large item here. Also, we believe the
  biggest scenarios for EnC would
  revolve around pure-IL apps that allow
  people to at least develop in x86.
  There's a workaround in such cases: on
  a 64-bit machine, you can launch a
  pure-IL app as 32-bit app in the WOW,
  and then do EnC on it.
  
  These are all limitations of the CLR,
  not Visual Studio, which means if a
  3rd-party debugger adds EnC, they'll
  have the same restrictions. In all
  cases, we were felt happy that the the
  cost of enabling each case was better
  spent making the core-scenarios
  stronger.