The existing Dominion cards that require any kind of preprocessing of drawn cards before they're added to your hand are worded in such a way as to remove any chance of an "oh, this card in my hand is one of the ones I just drew, honest!" ambiguity. Library has an "as your draw them" clause, thereby requiring you to draw the cards one at a time. Scout has you "reveal" the top cards of your deck as an explicit step prior to "add them to your hand."
The implication is that other kinds of draws do not and need not require more than a single step. When Smithy says +3 Cards, I generally count out three cards and add them to my hand before I've even looked at them. Sometimes, if someone plays a Council Room while I'm still reshuffling and dealing my next hand, I just deal myself six cards and completely lose track of which one was the sixth.
Having a "when you draw this" reaction card would necessitate slowing down the mechanical process of the game by removing shortcuts like this. It's a similar problem as "When another player plays a card...." Depending on the reaction effect, this could easily require people to play each card individually, wait to see if there's a reaction coming, then do the next card, and repeat -- instead of just laying all five Coppers down at once, or playing a Village/Smithy chain at full speed because it's not like anything can interrupt you.
That said, you might be able to have a "When you draw this" on a card with a unique back, like Stash.