If you also try to use import a from "a" in Node REPL, it will also throw the same error. Only require can be directly used to import modules in Node REPL.
For Deno, there is no built-in CommonJS loader. Therefore it does not even provide require for you to load stuff synchronously.
The technical reason of why static import cannot be used in REPL is that REPL is actually a script evaluation tool: instead of compiling what you write into an ES Module, they are treated as plain scripts and directly fed into the engine, in the way similar to <script> in the browser without turning on the type="module". (ES modules with static imports have the semantics of asynchronously loading dependencies and determining the "shape" of a module without even actually running it.)
To import modules in Deno REPL, you can use dynamic import(). Personally I sometimes do the following (loading is usually fast enough such that you will pretty much have mod value set before you continue using the mod in REPL):
$ deno
> let mod; import("./mod.ts").then(m => mod = m)
Promise { <pending> }
Check file:///[blah]/mod.ts
> mod
Module { a: 1, Symbol(Symbol.toStringTag): "Module" }
