It does not appear that this is a feature of ACF CPTs. You’ll need to contact the developer to see if they plan to add this https://www.advancedcustomfields.com/contact/
For now you would need to add action on the registered_post_type (https://developer.wordpress.org/reference/hooks/registered_post_type/) hook and call https://developer.wordpress.org/reference/functions/register_taxonomy_for_object_type/ in functions PHP on the registered_taxonomy hook.
