I think that the puppet segments should have been included as part of the show, just like they originaly were (though I don't know if any were shot and unaired).
They weren't. And even though this techincally was a repackaged collection of the show (The Adventures of Rocky and Bullwinkle and Friends from 1997), they wouldn't have put any of those as parts of the show anyway, since they were used mainly for the Bullwinkle show on NBC. As the first seasons released (the only ones released, for that matter) were episodes seen originally on RoCky and his Friends, which aired on ABC, they wouldn't have made much sense.
Plus, i don't think they had enough puppet footage for all those half hours of the program. After all, the Puppet didn't last too long... what with badmouthing color TV, Walt Disney, the network, and all... then telling kids to pull knobs off their TV sets.