I think this is a reason:
https://reactjs.org/blog/2017/11/28/react-v16.2.0-fragment-support.html#support-for-fragment-syntax
screenshot
create-react-apps currently use Babel 6.26.0
for full support React.Fragment is needed Babel v7.0.0-beta.31 and above
======================= EDIT
It’s working now with create-react-app v2
https://reactjs.org/blog/2018/10/01/create-react-app-v2.html