If they made the set dyable I would buy it in a heartbeat since both the hat and dress can be used to greater effect in different colors, but it's understandable why it's both not dyable and only available in the cash shop. For the most part, the only items that were "cash shop only" are gear sets that are worn by major characters in the story (The exception being region exclusives). There was an outcry for these set pieces pre-cash shop and SE delivered for the people who really wanted it. In a sense it preserves the "rarity" of the item to an extent since the alternative is to give them out as a part of the MSQ, which is kinda weird; "Hey, thanks for saving the world, let me strip down and give you my clothes."