Why isn't this song on any of Lady Gaga's albums?

I own all of Gaga’s albums, even the deluxe edition that includes the fame, and the fame monster. So I know I have ALL of her songs. (at least the ones that were when she was Gaga and not The Stephani Germanotta Band) But there is this one song called “Retro Dance Freak” that is listed in iTunes under the fame monster deluxe edition. Now I have that CD and it is not on there. I downloaded the song because I saw it on iTunes before I bought the 3 CD’s and its the only Lady Gaga song I’ve ever heard that I don’t like. So why is it not on the album when you buy it in stores?