The menu theme won't be there if you already obtained the menu theme in the Planetarium. It's a relocation of said menu theme, not a new one. It's also possible that, if you transferred your savefile from a copy of the game where the collectable in this area wasn't implemented yet, it's already unlocked by the amount of times you have slept. I'm not completely sure of this last statement tho.
But most surely, if you can't find the menu theme here, it's probably already unlocked. Remember to check the Menu Themes article to corroborate.