Why hasn't the map been updated to remove the [OJC] compass?
According to the FAA's chart users guide:
NAVAIDS in a shutdown status have the frequency and channel number
crosshatched. Use of the NAVAID status “shutdown” is only used when a
facility has been decommissioned but cannot be published as such
because of pending airspace actions.
Of course, that just changes the question to "what are pending airspace actions"? But the A/FD entry for OJC says it isn't a VOR but rather a VOR/DME:
(T) VORW/DME 113.0 OJC Chan 77 at Johnson Co Executive. 1034/6E. VOR dcmsnd: DME still operational
So the DME portion of the VOR/DME is still active, even if the VOR itself has been decommissioned (and as @Dave pointed out in his answer, you can also see on the chart itself that the DME channel isn't crossed out). I had a quick look at some of the instrument procedures around there and couldn't immediately see where the DME is used, but presumably someone needs it for something, at least for now.
Why isn't the compass on this active VOR?
Most likely because the map is simply very cluttered at that point; the TEB VOR/DME is another example where there's no rose on the VFR chart (although there is one on the TAC). The LGA and JFK roses already overlap there and adding TEB as well would be quite messy.
I found some discussions online that said a) only terminal VORs may not have a rose; and b) including the rose or not is the chart designer's decision. But there were no sources quoted for either statement.