Typed constants can only be declared in terms of constant expressions. You are attempting to declare a typed constant in terms of typed constants. Since typed constants are not constant expressions, the compiler message that you see is by design.
The conclusion is that concatenation of two typed constant arrays can only be performed at runtime. And consequently the result of the concatenation can only be stored to a variable rather than a constant.
The documentation for array constants makes this clear (emphasis mine):
To declare an array constant, enclose the values of the array's elements, separated by commas, in parentheses at the end of the declaration. These values must be represented by constant expressions.