Sets have is not indexed collection, because each value of the Set is unique and cannot be duplicated. Values in Sets are being stored in order of adding, so there is no necessary to create indexes for Set.
I mean, you don't need indexes, when you can get the value of Set ...by it's value! The key of the Set is the value itself. Yes, you can manually check the index of the value by using for ... of
cycle. But the use-case of this is pretty weird.
Also, the Set can be used to remove duplicates from existing Array, and, again, indexes have no power here.
I don't know, did I answer your question or not, but it is pretty clear, I suppose :)