As stated in my recent thread on this issue [url=https://www.bungie.net/en/Forum/Post/171664991/0/0]Halloween Masks Missing[/url]
I purchased two of the Treasures of the lost mystery bags and at the time my postmaster had tons of space so they showed up there right away, however I went to do a quest that required Court of Oryx, which ended up filling my postmaster up with useless rare items and deleted the masks and paper glue I had gotten when I purchased these mystery bags.
So I think it would be really good if for future holiday/etc. events, Items purchased like Halloween Masks would be able to be retrieved from Eva or other respective vendor if you had already gotten them but they were deleted from the postmaster.
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Haven't had it happen to me but I can see how this can be troublesome.