I've built a number of cornerstone kits, OL King, the corner resturant with the turret (can't remember the name) and the Allied Rail rebuilders and didn't have any problems. I usually don't use the glass included as I find it's too thick and distorted.
I'm sure Walthers will supply any missing pieces just by either phoning or e-mailing them with the kit name, number and part number.
I haven't had any issues I have built 10 kits from walthers most recently the Car shop and no parts were missing I would call their customer service as they have always been helpful.
I've always had extra parts after assembling them. Of course, I haven't built one in a year or so. Sorry to hear or your troubles. Hopefully it's not a trend.