That functionality was introduced in Rhino 8. For users of Rhino 7 and earlier versions, there is a plug-in that does the same job. It’s the latest plug-in from the 1st post here (Editable curve on surface):
Editable curve on surface: rhino6curveonsurface.rhp (166 KB) ! _CurveOnSurface ! _CurveOnSurfacePtOn