There seems to be a lot of overlap between this compound word concept and idioms. Both are largely atomic, defy analysis via individual word definition, and fairly language (and culture or dialect) specific.
Dictionaries are also language specific. We don't necessarily expect a 1:1 mapping of words between languages. I have personally always wondered if this subtley shapes thoughts in different languages as well.
I think it's more than overlap -- they are the same thing.
I.e. AFAICT, all compound words that defy literal interpretation are idioms. And it's that simple.
The argument then becomes that idioms should be in the dictionary. Some of them are of course, but idioms and slang are a) fast-moving, and b) often dismissed by the sorts of people who edit dictionaries.