Blizzard have confirmed that there is indeed a bug with item glows for class sets and elite PvP appearances (as well as the Gleaming Incarnate Thunderstone) which will be addressed in patch 10.0.5.
Class set items from Mythic Vault of the Incarnates and Elite PVP are intended to display lightning visual effects. These effects are typically attached to the shoulder and helm items. Unfortunately we have a bug that has prevented many of them from functioning as intended.
The bug will be fixed with the launch of 10.0.5.
The Gleaming Incarnate Thunderstone, which you get as a reward for earning the Dragonflight Keystone Hero: Season 1 achievement, is intended to grant the lightning visual effect to non-Mythic difficulty class sets (and to grant the non-lightning version to the Mythic or Elite sets). So if you have the Normal difficulty shoulder appearance for your tier set, using this item will grant an additional appearance with the same color and added lightning effects. This applies to any item appearances you have already unlocked or unlock in the future, so unlocking your Heroic shoulders in the future will also immediately the lightning-infused equivalent.
Due to the aforementioned bug, this was likely unclear. You may also need to log out and log back in for these appearances to appear in your collection.