I can see new Lookup Values 'Budget Impact', 'Critical' in Status Reports in the course CA PPM 15.2 Cumulative differences 200. Please refer the below screenshot . 

We have upgraded to 15.2. But, we are not getting the new values 'Budget Impact', 'Critical'. Do we need to manually add those values to lookup?  

We are now on V15.3, where we have not modified the lookup Status Report Status ( OBJ_STATUSREPORT_STATUS_ENUM).  Our new UI is still showing just On Track, Needs Help and At Risk.

The standard values are "On Track", "Needs Help" and "At Risk"

"Budget Impact" and "Critical" are not standard values.

You will have to add them manually only if you need them. Please do keep in mind that if you add additional values, you will have to factor in the additional values in the calculation of the Overall Status.

Hope this helps.