Point 205 in MODALITY is defined as:
PAST, NEGATIVE: ‘needn’t have’ + ‘-ed
For example:
Well, we needn’t have worried.
A search in iWeb:
need n’t have _VVN
1 NEED N’T HAVE WORRIED 895
2 NEED N’T HAVE BOTHERED 117
3 NEED N’T HAVE FEARED 15
4 NEED N’T HAVE HAPPENED 11
5 NEED N’T HAVE LOOKED 9
6 NEED N’T HAVE FRETTED 9
7 NEED N’T HAVE DIED 7
8 NEED N’T HAVE TAKEN 7
9 NEED N’T HAVE SPENT 6
10 NEED N’T HAVE GONE 6