Currently newly collect finished sets show correctly as complete, however in the past the issue described below began after the WoW 9.1 patch was released and numerous sets were marked as not complete.

The issue caused them to change status to uncollected in the "Sets" tab if a set has been collected as follows:

Mythic (0/9)
Heroic (0/9)
Raid Finder (9/9)
Normal (2/9) <---- Always displays the completion status of the bottom option even if another option is completed

Or

25 Player (Heroic) (6/7)
25 Player (Normal (8/8)
10 Player (Normal) (6/8) <---- Always displays the completion status of the bottom option even if another option is completed

In both cases the set displays as incomplete and matches the progress bar to the bottom entry.

Currently even though newly collected sets are marked as complete when collected the sets that were changed to incomplete remain showing as incomplete. If the addon is turned off the Blizz UI properly shows them as complete. I suspect that the addon needs to have a "refresh button" or some similar functionality that causes the addon, either in the UI or in the back ground, to reevaluate the collection status.