If all you want is to have a single value, for consistency with mouse and keyboard, then you can easily combine the joystick index and the button number into one value yourself, and decompose it when it comes to calling the sf::Joystick functions.
An enum would not only be a big unmaintainable mess, but worst: it would break the API, as we would no longer need to pass the joystick index and button number separately. It would also be inconsistent with other joystick functions still taking the joystick index.
Keyboard an Mouse should use indices too, nothing prevents one from plugging and using multiple keyboards or mice (don't know about keyboard, but it actually happens for mice). Since it's quite uncommon, SFML keeps things simple and assumes a single keyboard and mouse. Obviously, the same simplification doesn't apply for joysticks.