I don't know if it happens to any armor but it happened to my Vex Offensive Huner/Warlock armor. Sometimes infusing requires an upgrade module but I have not found any pattern to 100% reproduce this. Did anybody else notice this?
EDIT:
I can confirm that it is related with seasonal rank reward. [u][b]Armor you get from seasonal rank progress and armor you get from Vex Offensive event is considered as different sets[/b][/u]. Be aware of that.
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Posted about these earlier this month. Nothing from Bungie. Kinda frustrating.