This happened to me, as well (it was fine in D2:ED). I found a couple sets of legs, around level 8, but when I got the creature on level 10, they were missing. The next creature part I found I saved and visited the blacksmith; the part was listed in the trade window, but no longer in my inventory after I exited.
I guess this means I can not sell crappy creature parts unless I want to sell all the parts I have at the time. So far I've only found 3 creature parts, so I guess a trip to a merchant or necromancer whenever I find parts wouldn't be terribly inconvenient, as opposed to waiting until I need to sell off stuff, etc.
