That helm is pretty fugly, but congrats on the 71!

That may not be the cap vanity though, because Fallen Prince gives those out. Then again, maybe putting it in the stash is a temporary workaround since FP is currently bugged.

Also, I don't think anyone was promised set bonuses with the previous vanities, so you don't really have much to complain about. If this is indeed the new cap vanity, it clearly isn't supposed to go with the COP, Nuri Shield, and Fang armor anyway. It's probably the start of a whole new vanity set.