There is no collections badge for this season. If you received a notification about it being complete, you can safely ignore it.
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I thought that might be the case. Since it seems to be tracked under the hood, I hope that the devs can add UI for it at a later date. Though, I shan’t hold my breath. Thanks Xaren.
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Bungie seems to ha e actively avoided a collections badge for this season, and there is no requirement for it in the seal. The other seals for this season, Flawless and Conqueror also don't have a collections requirement. I can only speculate as to why, however.