I always thought set bonuses were going to be a thing. It would make a decent amount of sense in regards to raid gear though. Full set of Vex themed gear and take a percentile decrease in damage from the Vex maybe? Maybe there could be unique emotes and emblems/shaders that can only be unlocked with the aquisition of a full set, much like how they did it with the Ascendant shader and Taken emote. Small cosmetic bonuses that require players to hunt down all the pieces to a set.