You have to actually go pick up the achievement items (not just this, but any items you get from an achievement).

The NPC that does this is Jonathas at Apkallu Falls (Old Gridania, approx 10,6 next to waterfall). Talk to him and "Share a story" and he'll give you any item(s) you're owed (repeat until you have everything/he stops giving you things).

I think they did this because it was safer in case someone had a full inventory etc and can't repeat an achievement.