When the outfit system was introduced the glow on your weapons from certain sets was removed if you used an outfit. This was later fixed and people with moondancer staves would now keep their glow even if they changed the style through an outfit.

For some reason thats currently not working with the alkosh set. I tried it multiple times with my sword and shield, the glow just disappears, while moondancer staffs glow does not.

This is on xbox by the way