I am also experiencing this bug for like over 3-4 months, never thought much about it, but I can confirm something is wrong…
I am not sure that the bug happens when you add and then quickly remove it from the collection like Operatik said… Pal Hair has been in my Collection for over 4 years from when I first joined till now (Automatically added), and I can’t get rid of it from my collection. Same as for the Bear Hat…
I think something else happens, but Operatik’s theory also might be it…
Okay so, I was messing around with the items that were in my collection, and I think I found out how to un-bug them. (Or at least I un-bugged the Bear Hat from my collection, I have the Pal Hair still stuck onto my collection)
Step 1: Add the Newest Accessory in your inventory to your collection.
Step 2: Add and quickly remove the wanted Accessory that is stuck on your profile.
Step 3: Go back to the newest accessory in your inventory and remove it from your collection.
Step 4: No step 4, you just un-bugged the accessory, congratulations!
This at least seems to work for me, not sure if it will work for you, but sometimes I also noticed it might break and glitch your newest accessory too, just repeat the steps.