We suspected but we didn't know for sure. Well now we do.
Want to complete that neutral Crusader set? Gotta be Venthyr.
This is true for PVP weapons too, we get a crappy covenant axe to go with a completely different set. This makes no sense.
What a huge let down. Necrolords don't even have swords at all!
EDIT to clarify:
The neutral armor sets from CN don't get matching weapons, those are locked to the Venthyr only. Because these CN sets are Venthyr themed they just went and gave these neutral weapons to the Venthyr instead of giving them unique ones. So instead of having 4 covenant weapons + a neutral set, for a total of 5, like the armors, we only have 4. Blizzard skimped on the Venthyr and just gave them the neutral weps as covenant weps.