I bet for some magical nonsense reason it wouldn't work. Like... her magical power would just blow it away/incinerate it, or it'd just disappear into whatever void her regular clothes go when she transforms. So she'd always be stuck in the same "magical outfit", like in an outdated gacha game.
Both the one she imagined and the one she got is better than the armor she currently has. Kind of sad the author stuck with it (but yay for yuri). That said, her chibi art really looks like Hakumei and Mikochi.