I lost 6 gold collectible cards to unfinished set
I was a bit lazy, but I checked how many gold collctible cards I have in NHL 20 by autofilling a set in an All Stars event (That was a sub set which was in the beginning of the event and didn't last to the end of the main event). I didn't receive my cards back, when the event ended. There is no where a warning that submitted cards gets destroyed if the set ends. And if you have submitted a gold player cards to "players for gold collectible set" they appears to the next event when the current event ends. Only information I found how to get cards destroyed is when you are going to complete the set and it says "if you complete this set items you have included will be destroyed" - so if you don't complete the set, your cards should not get destroyed.