Foster Parenting Blues

I called our licensing worker this afternoon to let her know that we hadn't received our updated foster care license when we updated in the fall of 2014 and I had also called her about some other foster care item and after we were done speaking of that, she asked how we were doing.  I said ok but we're bummed that our second foster child's case closed last week and she said, 'no it hasn't'.  I said, 'sure it has'.  It was six months to the day last week that she returned home so the case should be closed.  She went on to tell me that our foster child and her baby sister born last month were removed from their home and placed into foster care (with another family).  I then asked her why we weren't called and she went on to say that it wasn't her decision but that of the foster care supervisor.  She said that she and her supervisor were lobbying for my husband and I to be called but the supervisor made a critical decision and placed both girls with another family.  I was shocked and stunned to say the least.  Ever since our foster child went home, we are constantly asking how she's doing and have expressed to them that if she were to be put back into care that we would take her.  We care about her so much and she is always in our thoughts and prayers.  Just this past Christmas, we bought her a gift and also some store bought cookies for her family and we were just asking the supervisor and case worker if we could see her only to be told again that the parents have denied our request and for us to respect their wishes and then to find out today that she and her sister are back in foster care was such a feeling of betrayal to see the least.  We are just baffled how they placed the kids into a different home when they kept telling us all along that if she was removed from her home she would come back to our home.  I just can't get my head wrapped around this. 
We had also expressed to them that we would be interested in adopting her and her sibling if the opportunity came up.   We gave her the best of care and I just understand why they didn't place her back with us.  They always say they want the kids not to be in many homes but I guess that doesn't apply to them.
I left a voicemail for the supervisor today but will call again if I don't hear back from her.  I just feel so betrayed by the agency and I want to lodge a formal complaint against the supervisor and the agency. 
Has anyone else had this happen to them and how did you handle it?
Appreciate all comments and suggestions.  Thank you.