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To clarify why what you show can't work, it's because you are mixing build-time and run-time constructs.

All the #xxx commands are to the C pre-processor.  They are used to modify the source code that the compiler ultimately sees and turns into machine language (or some type of intermediate instructions in the case of managed code like C#).  These things only exist as the source code is being compiled at build time.

The IF statement is a run-time construct.  It results in code the compiler puts in the executable for the program to make a decision when that program is eventually run.  By the time the machine is running the program and executing the code resulting from the IF statement, the rest of the code has already been compiled and the machine code fixed.  It is too late to go back and modify what the compiler is given.

Some languages are interpreted, where such things are possible.  Some are partway between, like C# which gets compiled into low level opcodes that are executed by an interpreter at run time.  This blurs the build-time versus run-time distinction, but you still can't do what you ask in C#.