This is probably because
static const double[] arr = { 1, 2, 3, 4, 5, 6, 7, 8, 9};
is in fact the same as saying
static const double[] arr = new double[]{ 1, 2, 3, 4, 5, 6, 7, 8, 9};
A value assigned to a const has to be... const. Every reference type is not constant, and a array is an reference type.
The solution my research showed was using an static readonly. Or, in your case with a fixed number of doubles, give everything a individual identifier.
Edit(2):
A little sidenode, every type can be used const, but the value assigned to it must be const. For reference types, the only thing you can assign is null:
static const double[] arr = null;
But this is completely useless. Strings are the exception, these are also the only reference type which can be used for attribute arguments.