Because constants just aren’t instance members; they’re statically bound to their respective types. In the same way you can’t invoke static methods using instances, you can’t access class constants using instances.
If you need to get a constant off an instance without knowing its type first-hand, I suppose you could do it with reflection based on its type.
If you’re trying to add a member that can’t be modified but pertains to instances, you probably want read-only fields or properties instead.