I agree, same with frozenset. If you really want to use one of those as a key, convert to a tuple. There might be niche use cases for all this, but it's not something that the language or even the standard lib need to support.
Problem being that sets aren't consistently ordered and conversion to a tuple can result in an exponential (specifically, factorial) explosion in the number of possible keys associated with a single set. Nor can you sort all objects. Safe conversion of sets to tuples for use as keys is possible but the only technique I know requires an auxiliary store of objects (mapping objects to the order in which they were first observed), which doesn't parallelize well.
Problem being that sets aren't consistently ordered and conversion to a tuple can result in an exponential (specifically, factorial) explosion in the number of possible keys associated with a single set. Nor can you sort all objects. Safe conversion of sets to tuples for use as keys is possible but the only technique I know requires an auxiliary store of objects (mapping objects to the order in which they were first observed), which doesn't parallelize well.