This is not something that can be done currently in ACF as far as I know. Menus items, while they are posts, use a different system for adding custom fields than the meta box method used everywhere else in WP.
I would like to have this option too. As my menu is complex and very dynamic. I don’t use Location for getting menu items, rather wp_get_nav_menu_items(). An item title would be retrieved as an object property $item->title, and so I would like to be able to retrieve ACFs.