Two reasons I can think of that make pieces of this set hard to find.
First, it simply might not have been as popular when it was being made as other sets on offer. One reason I collect Art Deco is because I love the shapes of the designs and have quite a few pieces of Bagley (especially those designed by A.H.Williamson) including the Wyndham vases. But I've never bothered with the trinket set because, to me, it isn't "Deco enough".
Compared to other sets available at the time some people felt the same, some loved Art Deco, others didn't like the style at all. If they were looking for Art Deco many might have passed over the Wyndham in favour of something else, more modern-looking
If they weren't into what, at the time, was possibly regarded as a bit weird, they possibly didn't even look at Bagley. Think of how easy it is to find pieces of Davidson "Cloud Glass", made from the 20's - 50's. Many of which are from their 1902, 1907 and 1910 designs -- all pre-Deco and semi-classical.
Secondly, after years of scouring ebay and etsy I've come to realise that they are to some extent, self-contained. All too often for sellers on those sites, they are also their main research and reference sources. A less common and unrecognised piece will, all too often, continue to be unrecognised because no-one bothers to look any further.
I have seen, but not that often, pieces of the Wynham set on ebay, rarely attributed. From memory, the candlesticks come up more often than the other pieces and then usually as singles.
Again from memory (which may be faulty) I seem to remember reading that the only really rare piece, sometimes seen with this set is either an ashtray or cigarette-box. In either case it was probably said to be a rare piece of Bagley and possibly originally nothing to do with the set.
It's quite likely that I read that on GMB.