Out of all the animals absent from NZ, camels are probably the most surprising. We have all sorts of crazy farm creatures like ostriches, emus, buffalo, yak, bison, alpacas, llamas and freaking guanacos, we even used to have nilgai, but somehow camels aren't being farmed. Just seems weird.
It's not at all surprising, really. Camels simply wouldn't be much use as farm animals in NZ. The other species you list are all farmed for meat or milk or wool. While you can eat camel meat and drink camel milk, there would be no market for it within New Zealand and there wouldn't be the quantity needed for export to anywhere that did use those products.
I'm not sure why guanacos are considered "freaking", but they are few in number in the country.
Also, sorry to bump an old discussion, but I find the fact that camels and rhea needed zoo licenses while American bison, guanacos, ostriches and emus don't to be a bit silly. Camels are the only domesticated species on the zoo license list.