This was intentional, because they removed other classic heads from people’s inventories when they upgraded other existing bundles to use dynamic heads. This didn’t just happen with Headless Horseman.
Few examples:
I owned all of these bundles before the head migration happened to them. I no longer own any of their classic heads.
However, they did make an exception for bundles which previously included classic heads that supported classic faces. For example, I still own Dennis’s classic head and face after it was given a dynamic head. But I do not own Blazeburner’s classic head, because it did not support classic faces.