Why doesn't JavaScript ES6 support multi-constructor classes?

I want to write my Javascript class like below

You can't, in the same way you can't overload standard functions like that. What you can do is use the arguments object to query the number of arguments passed:

class Option {
    constructor(key, value, autoLoad) {
        // new Option()
        if(!arguments.length) {
            this.autoLoad = false;
        }
        // new Option(a, [b, [c]])
        else {
            this[key] = value;
            this.autoLoad = autoLoad || false;
        }
    }
}

Babel REPL Example

Of course (with your updated example), you could take the approach that you don't care about the number of arguments, rather whether each individual value was passed, in which case you could so something like:

class Option {
    constructor(key, value, autoLoad) {
        if(!key) { // Could change this to a strict undefined check
            this.autoLoad = false;
            return;
        }
        this[key] = value;
        this.autoLoad = autoLoad || false;
    }
}

What you want is called constructor overloading. This, and the more general case of function overloading, is not supported in ECMAScript.

ECMAScript does not handle missing arguments in the same way as more strict languages. The value of missing arguments is left as undefined instead of raising a error. In this paradigm, it is difficult/impossible to detect which overloaded function you are aiming for.

The idiomatic solution is to have one function and have it handle all the combinations of arguments that you need. For the original example, you can just test for the presence of key and value like this:

class Option {
  constructor(key, value, autoLoad = false) {
    if (typeof key !== 'undefined') {
      this[key] = value;
    }
    this.autoLoad = autoLoad;
  }
}

Another option would be to allow your constructor to take an object that is bound to your class properties:

class Option {
  // Assign default values in the constructor object 
  constructor({key = 'foo', value, autoLoad = true} = {}) {
      this.key = key;
      // Or on the property with default (not recommended)
      this.value = value || 'bar';
      this.autoLoad = autoLoad;
      
      console.log('Result:', this);
  }
}

var option1 = new Option();
// Logs: {key: "foo", value: "bar", autoLoad: true}

var option2 = new Option({value: 'hello'});
// Logs: {key: "foo", value: "hello", autoLoad: true}

This is even more useful with Typescript as you can ensure type safety with the values passed in (i.e. key could only be a string, autoLoad a boolean etc).