i guess this is because the file was not available the time you did the download for your current system, i did not check this but i guess it was not even in the download basket in my case. Possibly simply using the BHIN-Package from your sandbox system and copy it to your current upgrade package folder will do the trick.
As long as SUM will accept the package in the EHP_INCLUSION Phase and your sandbox system is working fine after the upgrade, there should be no problems caused by this specific package. But it would be interesting what´s the cause SAP took it down from the download center.
edit: I do understand that the BHIN-package was available in your upgrade folder when you did the sandbox upgrade, right?
edit2: Ok, after reading your post a third time i realised that you did not have the BHIN-Package in your upgrade folderon your sandbox?? This is really strange, the behaviour of SUM should have been exactly the same as you experience now...
Benedikt