It would be nice to add info into item's tooltip to see if it is involved in any of your saved sets.

"Sets: PvE, Viscidus" (if this item is saved for sets with name "PvE" and "Viscidus") or "Sets: -" (if this item doesnt appear in any saved sets.

This would help organize lots of items in bag, bank etc to see if you really need them.

Should be in there actually

Don't forget to enable it in the options though.