Hi @shine,
The "Enable unique values" option is not supported by a look up column. This is by design. I'm afraid there is no workaround for this currently.
Personally, I completely agree with you, this is indeed a good addition to the current features of SharePoint. Thank you for bringing things to our attention. We sincerely recommend you go to SharePoint Feedback community to provide your feedback: SharePoint · Community (microsoft.com). This is the best platform to let related team hear from you and make the products and services better for you and others.
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