Did you check your armoire? I thought I lost my set because I forgot I put it there.
But also, agreed. There should be a way to get back any mog item 'lost'. I also feel there should be a way to trade them for the opposite gender version of the item. Like with all versions of the eternal bond outfits. it sucks that I have a couple outfits I can't do anything with just because I decided to change my character's looks.