Why can't I use "create schema" in a begin/end block in SQL Management Studio?

Schema creations must be the only statement in a batch. One way to get around it is like so:

IF (NOT EXISTS (SELECT * FROM sys.schemas WHERE name = 'acme')) 
BEGIN
    EXEC ('CREATE SCHEMA [acme] AUTHORIZATION [dbo]')
END

Here is an even simpler solution (simpler check):

IF (SCHEMA_ID('acme') IS NULL) 
BEGIN
    EXEC ('CREATE SCHEMA [acme] AUTHORIZATION [dbo]')
END

It needs to be in its own batch. You can wrap it in EXEC('')

EXEC('CREATE SCHEMA [acme] AUTHORIZATION [dbo]')

I believe the reason for the requirement is something to do with an older version of the CREATE SCHEMA syntax introduced in version 6.5 (at least that's what it says here).