[2021] Got a "don't have the key" response to a cache reward. Huh?

Opened a cache and got a pair of fancy cowboy boots. I got a message saying that I had completed the Texas(?) outfit set. I think it was Texas. It was something Texas related. Anyway...
The next message I got said that I didn't have the proper key to unlock the set. All the pieces that create that specific set are still in my inventory so I have no idea what key it is talking about.
Anyone else have this happen? Am I missing out on some kinda reward or does it even matter?

Seems like there's a lot of unexplained tangential elements to this game that I still don't understand what exactly is going on but it doesn't take away from the core experience so I just shrug and keep playing.