When i talk to him he tells me this
Artful Jaguar Helmet I will give in exchange for this set:
Artful Chrome Helmet (01 pcs) and
Scarlet Shining Fragment (194 pcs).
Could you please try this:
I would like to Illuminate Artful Warrior Armor --> I have the Chrome Armor Wargear --> I would like to Illuminate Artful Chrome Helmet and Receive Artful Jaguar Helmet.
Oh but if the option is not working, then yes, there's definitely something wrong because I checked for other sets as well and there's even an illuminating option for level 20 helmet.