Wait a second. I just cracked the code.
Everyone was so confused about why Kelpie gives glacio and aero damage bonus. It's because it's for fucking Chisa.
She probably has her own 3piece set, and you combine it with 2piece windward pilgrimage, and put Kelpie in main slot.
This also lends credence to the idea that she's replacing Aerover in the Carty team. She's a glacio unit that can also proc aero erosion, so she wants both glacio dmg% and aero dmg%.
I'm so smart...