I've got the same issue. ( To clarify for those who don't know; these options are presented under Appendix A of that module. ) However the character background for 'Haunted One' does start off by saying; " During character creation, players can
select the following background for their characters, with your
approval. It is appropriate for any character or campaign associated
with eeriness or horror. " So my guess is they left this option out of the charactermancer for those DM's who don't approve. I've also noticed the Monster hunter pack for that background missing from the compendium for easy drag&drop ( for the same reason I guess ), however Appendix A does mention the cost and items included in the pack.