Why?
Probably because of some old habit. Otherwise I don't really see a benefit either, since there would always be some strange converting...
And how (new constructor? new class? ...)?
Or more specific, do you just want the constructor to make the convertion for your, or would you then also expect that the porperties (i.e. red, green, blue, alpha) would be of a float value?
I don't really see any advantages in this 'feature' for SFML. It just makes the API more complex. Percentages of colors isn't really a describtion of a color, so it doesn't make that much sense.
And on top of this, if you need such a convertion functionality it's quite easy to create a factory class with additional convertion functions, or similar constructs which can be placed on top of the sf::Color class.
So tell us more what your use case would be and what you'd exactly expect from sf::Color to handle your idea.