Just noticed this, so I don’t know if it’s new. It’s maybe been reported before but I can’t recall. There have been a lot of bugs with char select so I might have passed over a report if it looked like another bug.
My Assassin has the full Acidified set on. But it does not display the set skin in char select. Other chars with sets, e.g. Knight, Archer and Rogue, all display properly. The odd thing is it displays correctly everywhere in-game. It’s only char select, and only this char as far as I can tell.