Weapon Focus feats will apply to your attacks with the Weapon keyword, but not to those with the Implement keyword. Swordmages have attacks that are either one or the other. This is pretty well established. With that said, you have a couple of options:
1) Ask your DM to house rule it and provide some logical reasoning behind it- aside from just "I use my weapon to attack."
2) If you want to benefit from WEapon Focus, choose only attack powers that have the Weapon Keyword
3) Or, conversely, choose the appropriate elemental focus feats that function like Weapon Focus feats. You may get more mileage out of these than a weapon focus, particularly if you pick one or two elements to focus on. I believe most, if not all, Swordmage attacks have some sort of elemental keyword (though I do not believe there is one for "Arcane" yet).
If you are concerned about improving your damage output, there are many, potentially better, ways to do it with a swordmage other than with weapon focus.
The Swordmage is a very versatile class, but you pay a price for that versatility... namely that it is difficult to pump up your damage through just one feat.
@ Raven: I have found Draco's posts on this board to be very helpful and extremely knowledgable in the past. When he posts, I usually listen. I think you may owe him an apology.