I'm actually not that cut up about it. I reckon Haddin just wasn't sure.
I always remember a game from the 2004/05 tri-series (think it was Pakistan v Australia). Shoaib Malik took a low catch and told the umpires that he wasn't sure whether it was clean. To his dismay the umpires decided not to even go upstairs unless he was willing to claim it. He was gesturing for them to go to the third umpire and trying to convey that he simply wasn't sure, and, I suppose because umpires are so used to fielders claiming dodgy ones, they decided it wasn't out. As it turned out, replays confirmed he took it clean as a whistle.
I don't even know what the rule is regarding bowled dismissals and the 3rd umpire- are you allowed to use it or not? I'll bet Haddin didn't know either- there was a very real possibility (at least in his mind) that (a) it might have been a regulation bowled dismissal, and (b) by raising doubt about it, the umpires might give it not out without even going upstairs.
The point people often seem to overlook is you really only have a few seconds to mentally process what has just happened and figure out whether to appeal/admit you're not sure/withdraw your appeal, and also to figure out all the permutations, whether there's a chance that by raising doubt a legitimate dismissal will be overturned, how your teammates and the media etc will react if that happens, and so on.