I haven't seen anyone else post this problem, so I thought I would.

Upon equipping a full set of Dawnguard Heavy armor (Dawnguard Heavy Boots / Dawnguard Heavy Gauntlets/ Dawnguard Heavy Armor / Dawnguard Full Helmet) I recieve the Well Fitted Bonus (confirmed by taking a Piece off and replacing it with another random piece of Heavy armor, and seeing if the AR values change), but not Matching Set.

As if to add insult to injury, the armor also denies the reduction in drain-life damage the helmet promises for wearing a full set of the stuff. Le-sigh.