Ah, I just went on awhile ago and it worked. I just had to wait (IE: Walk towards Anvil) to get it to pop up.
Also, I think the grand finale already happened... nothing big happened when I nabbed the armour. I just have it now.
Now I can't wait for Skyrim, to hear more about Dragonborn stuff!
Were you really expecting something to happen? You just
Spoiler saw the Daedric Prince, Mehrunes Dagon, in the flesh, fully manifested in Tamriel, meaning all of your efforts were in vain and you didn't stop anything, but then at the last second, saw Martin Septim transform into the Avatar of Akatosh--a giant golden dragon, who then defeated Mehrunes Dagon in a battle of the titans and banished him from the Mundus, sending him back into Oblivion for good. For your efforts in aiding Martin, you were granted the title Champion of Cyrodiil--the highest rank in the Order of the Dragon, and were issued armor fit for an Emperor.
And you expected something to happen when you picked up armor?
It could only be downhill from there.