I got this question answered by Don Syme here:
The specification needs to be clarified that indexers for arrays may not be extended.
I'd say the suggestion to allow them is best tracked via http://fslang.uservoice.com. That said, it is not simple to do this, because array indexers are "built in" to the compiler and have no F# or IL metadata representation.
So it's not supported in Fsharp.