Why can’t I declare a concept at class scope?

The fundamental difficulty that would arise is that concepts could become dependent:

template<class T>
struct A {
  template<T::Q X>
  void f();
};

Is X a non-type template parameter of (dependent) type T::Q (which does not require typename in C++20), or is it a type template parameter constrained by the concept T::Q?

The rule is that it’s the former; we would need new syntax (along the lines of typename/template) to express the other possibility: perhaps something like

template<T::concept Q X> requires T::concept R<X*>
void A::g() {}

No one has explored such an extension seriously, and it could easily conflict with other extensions to concept syntax that might be more valuable.