I’ve noticed this with actual things I have form the shop (the fire horns helmet) as well as other mogs in a somewhat similar vein, namely the explorer’s outfit from Recruit a Friend. I will pay to mog the outfit and it may persist through a few logouts but eventually it will wipe to my standard gear appearances and I have to re-mog it.
This has been going on for a long time, several months at least, but I’ve noticed recently that it doesn’t happen with my Vestments of the Eternal Traveler and I’m not sure why. First, I want to report this bug so hopefully it gets fixed but I’m also hoping some players know some way to get the mog to “stick” properly.