This is a longstanding bug on rentals of required club categories. If you don't remove them and replace them with a set you own, it won't automatically re-equip them.
Go into the game settings using the little gear wheel in the lower right of the Home Screen, set the customize equipment setting to "Normal" and save the setting, then see if you can re-equip your original set. If so, you can go back to to the customize equipment setting and reset it to "Advanced".
For some reason this only seems to apply to required club categories, I've been able to replace optional clubs without hassle.