Have we missed some point of rule about some negative points when keeping tiles away from store for the whole game ?

Kind of. You missed the rule that says you must play all your tiles before the end of the game.

Well, annoying but legal is:

I'm player 1. I'm trying to collect one set of player 2's games, and one set of player 3's games. So far so good. but then:

Player 2 has decided to try and collect 2 sets of player 3's games.

And, to make things even worse:

Player 3 has decided to collect 2 sets of player 2's games.

So almost none of my games were bought! You don't have to guess in what position I ended. LOL. And afterwards, those 2 players (who played this game for the first time) commented: Oh, and you were the experienced player? We must be really good! LOL