One of the reasons that this field may not allow this is that Page Link fields are stored as the ID of the post and an external link would need to be stored as a string. This would also mean that ACF would need to store two values for every field (is it a page or url, and the ID or url value).
I know this is not a solution.
While it means that I have to create 3 fields to do the work I do what jrwdev does. I think it actually makes for a more intuitive and user friendly interface. Asking where the user wants to link makes it more obvious what they might be expected to do.
Also, if I’m building a site with such a feature I would also code the external link to open in a new window/tab and a local page link not to, so I’d want to check and know if it’s an external url or not.
