Meteorblade and Nefertiri have already explained this to you. But, some additional information:
If you are seeing this:
This is NOT a bug.
You are being told that the gear you currently have equipped DOES NOT have a Dungeon associated with it. The ONLY Sets that currently have Dungeons are listed below.
Class Set Dungeons
Barbarian
- Immortal King’s Call
- Legacy of Raekor
- Might of the Earth
- Wrath of the Wastes
Crusader
- Armor of Akkhan
- Roland’s Legacy
- Seeker of Light
- Thorns of the Invoker
Demon Hunter
- Embodiment of the Marauder
- Natalya’s Vengeance
- The Shadow’s Mantle
- Unhallowed Essence
Monk
- Inna’s Mantra
- Monkey King’s Garb
- Raiment of a Thousand Storms
- Uliana’s Strategem
Necromancer
- Bones of Rathma
- Grace of Inarius
- Pestilence Master’s Shroud
- Trag’Oul’s Avatar
Witch Doctor
- Helltooth Harness
- Raiment of the Jade Harvester
- Spirit of Arachyr
- Zunimassa’s Haunt
Wizard
- Delsere’s Magnum Opus
- Firebird’s Finery
- Tal Rasha’s Elements
- Vyr’s Amazing Arcana
Source — Adventure Mode: Class Set Dungeons
As Nefertiri stated, no screenshot is necessary. This is not a bug. Use your free Typhon’s Set to farm your other Class Sets for the Set Dungeon you want to complete for your Season Journey Objectives.
For future reference:
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