For the Ensemble it should be like that. Otherwise what’s the point of this whole thing?
With the present way, you can only unlock the ensemble which you already earned in the game, on the specific character, which is totally pointless.
As was said this isn’t the type of thing a GM can help with. Submit the detailed bug report with a link to your video and hopefully it will be fixed within the next 1-5 years.
Individually ctrl+click each piece of gear you want to mog to show up as the dressing room and save it as an ensemble.
(EDIT someone beat me to it but I already typed this out so I’m leaving it in)
I checked your paladin on Check-PvP and its showing your max rating on that class ever as 1695, that’s why you are unable to buy the set token and that’s why its not showing up in your mog sets.
Have you given any thought about what is this problem about? That the ensemble is totally pointless if you can unlock it if you had already unlocked it?
You get it? Unlock something that you already earned?