It's part of a standard recommendation: don't put cards with setup instructions in the Black Market deck unless that setup instruction is already included in the kingdom.
That sounds reasonable, but has this ever been stated as an "official" recommendation by Donald/RGG? The original card's FAQ didn't mention anything like this, as there were no other cards with setup instructions back then.
Also, Charlatan does not really have a "setup instruction" as it doesn't add any extra piles/tokens/mats to the game. It only changes the playing rules for Curses, which are in every kingdom anyway.
Indeed there’s a difference between a setup rule and a global rule that applies to the whole game because a card is in use. I think for Charlatan, having it in the Black Market is bad because you have to remember the rule for Curses throughout the game, even though there’s no card in front of everyone with that rule written in it. Also, it just feels like an arbitrary tacked-on rule if it isn’t tied to a normal Kingdom pile, like you might as well just house rule to play with the Curses-as-Coppers rule when you feel like it with or without Charlatan in the Black Market.
For setup rules, I don’t see a great reason to not include them in the Black Market, other than forcing you to look through the Black Market deck before the game begins… and the Black Market rules allow you to play with an unknown Black Market deck if you want.