pspReferenceId is required upon payment initiation. It is used for support cases so that it is easier to find the relevant payment. Often PSP supporters does not have access to payment id (but we recommend that they do), and here the pspReferenceId can be used instead.
The pspReferenceId is not returned in the cardDataCallback because you have the option to set callbackUrl per payment, which gives you great flexibility. It is possible to put whatever you need inside that url, even multiple identifiers (as long as it does not invalidate the Url).