They haven't cared to think up a simple system that unlocks an ability, perk, or whatever based on the set you complete. That way people get a bonus but can still wear whatever. This playerbase isn't smart enough to think about it either. You can just look at the posts here demonstrating that. That said their "collection" feature doesn't let you collect everything anyway. So people will wind up having an advantage one way or another. People justifiably will not like this.