I agree with Tim. "Enemy list" would technically be more correct, but it's an unusual idea, so there isn't really a standard way to say it. Everyone knows what a cat bowl is, and everyone knows what a car key is, but most people don't have an "enemy list." We don't exactly have a name for such a thing. The speaker might have thought the plural would make it more obvious that there were several people on the list.

Languages don't always follow rules and people don't always speak properly and that's the only answer for why. Enemies list doesn't sound proper but it gets the idea across.

Another theory. If a person were writing such a list, he would put a title on the list such as "My Enemies". So using the plural conveys a sense of personal vendetta, perhaps along with some immaturity. It's not a well-thought-out list of something that everyone will have, like the guests to a wedding (the guest list).

Perhaps because "enemy list" sounds like the list us the enemy, or belongs to the enemy (as in "enemy ship" or "enemy soldier"). "Enemies list" is more clear.