I think you gave up a second to early!
I tried to replicate the situation and could in game 5681916, decision 134:
Hand with Black Market and Venture, only card in deck is Horn of Plenty. Play Black Market, you get shown the 3 cards from the Black Market deck. When you now play the Venture, the 3 cards from the Black Market deck vanish from the UI, while the Horn of Plenty is played and you are asked what card costing up to 3 you want to gain for Horn of Plenty (the usual "+" signs on the available cards appear). Once you do that, the 3 cards from the Black Market deck reappear and can be bought!
The log of that turn:
Turn 16 - Ingix
I plays a Black Market.
I reveals a Familiar, a Mandarin and a Forager.
I plays a Venture.
I reveals a Horn of Plenty.
I plays a Horn of Plenty.
I gains an Urchin.
I gains a Forager.
I puts a Familiar and a Mandarin on the bottom of the Black Market Deck.
I shuffles their deck.
I draws a Chapel, a Horn of Plenty, a Forager and 2 Urchins.