Excellent question, made me laugh (well actually snort a bit of coffee out my nose- V attractive!)
Like the Oracle (aka Mr Hughes) has already pointed out, you do start out with all good intentions. your duvet matches the pillowcovers and the sheet. For a few months you desperately try to wash them and dry them all together, then comes the inevitable day when you think "sod it" and on goes the off white, washed to within an inch of its life bedding.
Then something weird happens- whilst you still might have all this wonderful colour co-ordinated bedding, they never actually appear on your bed all at the same time.
It really is one of life's mysteries, along with where do all the household pens go to? Who's eaten all the teaspoons? And how come my socks never seem to be in pairs?