The C# specification does not allow this today. https://github.com/dotnet/csharplang/blob/master/spec/lexical-structure.md#interpolated-string-literals

The grammar explicitly forbids newlines in the regular_balanced_text section. In fact, allowing the example you pointed out here is a spec violation, as by the spec verbatim strings shouldn't be allowed inside interpolated strings. Breaking that is almost certainly a backcompat change we wouldn't take, but I don't believe we're interested in breaking the spec further. If you would like to see a language change to accommodate this use case, you'll need to open a proposal on dotnet/csharplang and get a member of the LDT to champion it.

Implemented via #56853