#error directive missing in F#

For multi-targetting, a much more common thing now, it's very useful to use a specific ifdef pattern that's being used in CoreFx and AspnetCore which is something like this:

```
#if NETCOREAPP2_1
...
#elif NETSTANDARD2_0
...
#else
#error TFMs need to be updated
#endif
```

This way these conditional blocks become much more maintainable with less room for error.

However F# doesn't seem to support the `#error` directive (or `#warning` for that matter).
Would this be something with little objection to adding?

P.S. Didn't really think language suggestions was the right place for this. But please do move it otherwise.