Although we saw Luna in the very first episode, the way it took a while to introduce Luna Trigger proper meant that, or was a result of, Bandai wanting to spread out the Double product releases (ie. Trigger Magnum). This candy toy set probably fell victim to the same marketing strategy.
It also doesn't hurt that a) Heisei Rider anniversary stuff sells and b) these make an easy way to pad out the set and use the same clear black and red plastic of Joker and Heat Memories.