Could Not Create A Foreign Key On 2 Unique Columns

Hello.
Could anyone tell me why it is not possible to create a foreign key on two columns those references on 2 columns in another table? Those 2 columns have each a unique constraint.

I have:
CREATE TABLE T_PK (ID1 INT CONSTRAINT CHK_UNIQUE1 UNIQUE,ID2 INT CONSTRAINT CHK_UNIQUE2 UNIQUE)

CREATE TABLE T_FK (ID1 INT, ID2 INT)

And I want to do:

ALTER TABLE T_FK ADD CONSTRAINT CHK_FK FOREIGN KEY (ID1, ID2) REFERENCES T_PK (ID1,ID2)

I see no reason why this is not working because always
a row in the table T_FK referencing only one row in table T_PK.

Thank you.
Have a nice day.