Because the console only supports a small set of colours, whereas
System.Drawing models all possible 24-bit colours (32-bit with alpha). That's over 4 billion possible colours, which would be a big enum!
Here are the console colours:
There are 16 foreground, plus 16 background colours.
Note that in
System.Drawing some colours are given names, but they're not an enum -- they're static fields, such as
The same is true of
System.Windows.Media.Color (as used in WPF).