Huh - I guess I never thought about it. It makes sense to disallow it, though - column aliases are there to rename complex expressions, which you probably _shouldn't_ be grouping on anyway.
This is frequently unavoidable, though. Or more precisely: it could be avoided with a sane database design, but the databases on which I have to work for my day job are the precise opposite of "well-designed", so grouping on complex expressions is unfortunately an inevitability.
It's (IIRC!) something to do with the situation of
select x + y as x
from ...
group by x
which x are we talking about? (Logically that example is crap because only the alias x makes sense, but something like that anyway).