Apparently, the official Xbox Hooded Union onesies are being cancelled and no longer shipped out to customers. As noted in a tweet, William Bailey posted his displeasure with a screenshot of an email he received from the Microsoft Store regarding the issue.
Personally, I had a similar issue. I pre-ordered the Xbox Hooded Union Onesie, but never received the item. Microsoft Store said the Xbox Hooded Union Onesie was shipped out to me, however I never received a tracking number, just a confirmation that the item was delivered. Upon further inspection, Microsoft found that no item was actually shipped to me and refunded me my purchase amount. Interestingly enough, you can find the item available through Ebay for double the purchase price.
Microsoft has yet to make an official comment on the matter, but it is frustrating to see how Microsoft dropped the ball on an item like this. Major Nelson touted these suits as being a must-have for Xbox fans, but I imagine many other customers faced similar situations when ordering this item.