Document sets are very cool, no doubt, but they are not perfect. They have quite a few limitations, not being able to create views being one of them. Another issue is trying to save them as templates and recreating them, or moving sets between libraries – very buggy.
When you save a document set as a template, it doesn’t copy the permissions you allocated with them. When you try move sets between libraries, it doesn’t take the all the metadata with it so you would have to manually check every one you moved. Painful to say the least when there are hundreds of them to move around…