I don't think that there is a particular reason for not supporting quasi-quotes in where clauses.. It should be added!
The reason for /splices/ to not be supported in here statements is that they are run during type checking. That way calls to "reify" can access type information for things before your splice. It also allows checking any AST quotes used inside your splice. Since type-checking comes after renaming, splices can't be used in patterns (because it would affect the lexical scope).
Quasi-quotes, on the other hand, are run in the renamer, and ought to be able to be used in where clauses. Yet for some reason they can't - I get "parse error (possibly incorrect indentation or mismatched brackets)" when I try to put one under a where.
Good catch!
-Michael