You can add it yourself it's very simple to do:
To modify Tab Bar template settings you have to open the following file
For XCode 4.2:
/Developer/Platforms/iPhoneOS.platform/Developer/Library/Xcode/Templates/Project Templates/Application/Tabbed Application.xctemplate/TemplateInfo.plist
To add core data option you have to add the property "com.apple.dt.unit.coreDataCocoaTouchApplication" to the Ancestors key:
after adding the property it should look like this:
<key>Ancestors</key>
<array>
<string>com.apple.dt.unit.storyboardApplication</string>
<string>com.apple.dt.unit.coreDataCocoaTouchApplication</string>
</array>
For Previous XCode Versions 
/Developer/Platforms/iPhoneOS.platform/Developer/Library/Xcode/Templates/Project Templates/Application/Tab Bar Application.xctemplate/TemplateInfo.plist
To add core data option you have to add the property "com.apple.dt.unit.coreDataCocoaTouchApplication" to the Ancestors key:
after adding the property it should look like this:
<key>Ancestors</key>
<array>
<string>com.apple.dt.unit.cocoaTouchFamiliedApplication</string>
<string>com.apple.dt.unit.coreDataCocoaTouchApplication</string>
</array>
Restart the Xcode!
Everything should work fine now:!! And you have Core Data option visible when you Create a new Tabbed Project In Xcode.