User blog comment:B214/Volume 21 info & spoilers/@comment-24.113.129.70-20160416024525/@comment-14.201.211.143-20160420042842

if you notice the Boosted Gear is all Issei uses even his Dragon Blaze is to do with it as he boots it as he breaths it out and he has to my knowlegde only turned into a dragon once and not fully just an arm

think about it the SGC Vali uses magic and his demonic powers to try and counter it but Issei unlocks the Penetrate that bypasses it so he still on has his Boosted Gear

(at least in the Ex side story with him from 30 years in the future he was full dragon form)