“When you drop a set item, you drop the whole set.” I feel is a disappointing reward, Set Items are almost unanimously not useful, and even when they are, by the time you’ve reached level 9 you’ll already have most set items in the game.
One solution is to add more useful/rarer set items, another is to offer a reward that has a wider benefit, such as allowing the buying of additional lenses (could be ones that force prophecy drops within a certain level parameter to help target farm, for example).