No, you did nothing wrong. There is what's commonly called a 'pity reward' at the end of each Gen for contributing to the online Ur Dragon's death which varies, depending on what you did and how much damage you did to him.
It is entirely possible to collect an entire set of weapons and shields through pity rewards-- the only thing you'd never get would be masks and armor.
oops sorry I should have been more specific. The Lambent Shield is the one I am trying to get. Is that the one that is not tradable? If not that is ok. If anyone has a set of the offline daggers just message me on live and let me know and I can change my pawn's vocation. Thanks!