I believe the issue here is that the Challenge Mode: Gold achievement seems to be account-wide where it should actually be (probably, don't take my word for it) character-specific (like the individual dungeons are). Since it counts as "earned" on all characters after getting it once, you can't earn it on your alts anymore and therefore can't trigger the thing that sends you the rewards.
To quote Otore from WowHead:
"You can display the achievement account wide, if you have it enabled, but only the original character can use the rewards. The transmog gear is only for characters that have done the achievement themselves. Even the mounts from Silver, and title from Bronze, aren't account wide."
and Uncorrupted:
"Mostly right, except for one small bit. The gold and silver rewards are for that character only; however, the title from doing all challenge bronze is account-wide."
Please look into this devs. I'm kinda afraid of finishing all dungeons in gold on one of my alts and then not being able to get my hands on that xmog gear later on >.>