Nope, nothing wrong, The only things that freely transfer over are Expansion I and II.
TTK has not transfered over at any point, so they didn't cut it out of the box, it was simply never added to the box. Bungie didn't have to allow anything to transfer over, but they did so for people that upgraded early on, thus why it's only those first two expansions.
Instead of buying the Destiny base game on disk like you did, you'd be much better off and happy if you buy Destiny - The Collection, which comes with everything, including TTK and RoI.