I don't know about the closet but I can't believe you don't have a supply vent in your bathroom.
I'm sure code wouldn't allow a return in your bath, odors and what not.
How is your bathroom situated? inside or outside walls?
If I were you I would definitely check if you have a home warranty, which should cover a fault like that.
The builder should know better since pipes can freeze and burst, especially on an outside wall...
Oops, didn't see you were down in Texas.
If your too far to pick up a run from your trunk line, you could always add an "in wall" type electric space heated with fan.
I have put quite a few of those in up here in the colder climates.
You didn't mention if your problem was upstairs or down stairs.
Sometimes its really hard to get venting in an existing structure when your dealing with long runs like from a basement to the upstairs, especially cooling.