Why? Too dangerous?
One factor is that urban hoods don’t have the permanence that old manors have. Inhabitants move in and out wherever there are jobs available or people they can crash with. Nobody moves into those places planning on establishing a family home or taking pride in ownership of land. The hood is just a transitory place to live until they can (hopefully) find something better.
So it could be said that the people dying don’t feel any attachment to the 'hood where they died, and their loved ones are likely to move elsewhere. Whereas a manor would have the same family inhabiting it for decades and the residents would feel attached to their home. Their manor is more than a shelter; it is a center of pride and identity, and it carries more meaning to the ghosts who would be more reluctant to leave their earthly attachments.
Except hospitals and battlefields are supposedly some of the haunted places around. Hard to see how they’d be any more transitory than a neighborhood.
Working within the legend or body of fiction if you will.
And some urban hoods have been around since Roman times or beyond; the houses have changed but a lot of the layout is that old. I wouldn’t call those “transitory”.
I like Bart Simpson’s answer for why old abandoned death rows aren’t haunted: “I’m sure their ghosts are probably in hell.”
Lots of places have ‘ghost tours’ including Savannah, GA and Wilmington, NC.
You apparently don’t watch the ghost hunting shows very much because, if you did, you’d know ghosts only speak english like god intended. 
Shouldn’t the meat packing district of New York be haunted by millions of cow and/or pig ghosts?