Hi guys,
We are trying to find out why this is happening to a only a few individuals during the recent Steam sale. It's seems to be a hard error to track down because you basically have three separate systems that communicate with each other when you buy something on Steam and only a few individuals are having trouble- somewhere in the Steam system the signal is not going through that you should own the other items as well. But we ARE looking into it.
One thing I would ask, just to be safe: If you are having this issue please double-check your receipt from Steam that you actually bought the "Collection" bundle and not another one.
Thanks for your patience with this!