Step 1. Buy Cosmic Gladiator’s Leather Helm (ID: 186812) on a Demon Hunter
Step 2. Travel to the Creation Catalyst
Step 3. Equip the Cosmic Gladiator’s Leather Helm (ID: 186812)
Step 4. Convert the recently equipped Cosmic Gladiator’s Helm to a piece of tier gear
Step 5. Log out
Step 6. Log back in. The Cosmic Gladiator’s Leather Helm (ID: 186812) and Mercurial Punisher’s Hood (188892) are both in the Appearance collection.
To confirm the bug:
Step 7. Buy Cosmic Gladiator’s Leather Spaulders (ID: 186816) on a Demon Hunter
Step 8. Travel to the Creation Catalyst
Step 9. Convert the item into a piece of tier gear
Step 10. Log out
Step 11. Log in, Only the Mercurial Punisher’s Shoulderpads (ID: 188896) appearance is in the collection, the Cosmic Gladiator’s Leather Spaulders are gone.
Now, this may not be a bug in the technical sense, but it definitely doesn’t seem like it was intentionally designed to work this way.