Another option would be to have a warning pop up when you attempt to sell something that's part of a set. Like how Firefox will ask you if you want to close multiple tabs, it should ask you if you're sure you want to sell something used in a set. I would prefer them to add something visual to the item, but the warning would be a simpler solution for them to implement.
Yea this kind of stuff is not too hard to add to the game,
That depends, actually.
So, basically how the game really works is more or less like a series of tables of data. Think spreadsheets for a visual representation. The programming objects then pull from these databases. So, when you make a gearset, it then creates data into either another object in the programming or into a separate database table. Now, if it's in an object, it might not necessarily be easy, because that Gear Set object would need to be added into the processes of selling if it is not already. If it is a table, then that table would have to be queried every time you sell anything to prompt the error.
Sure, it sounds simple, but really once you get into an already assembled program, it becomes a bigger issue.
And yes, for those of you who are programmers, I realize they could do either a general (in gearset) flag in the table, but then if that doesn't already exist, they have to make that. And yes, they will all have unique IDs, but then depending on how many sets of gear we can make and where that is stored, if they made a table for that, it would be a pain to scan every sale. The flag would be the simplest, on paper, not seeing how it's made, but after their DB issues in FFXI of late, I'm scared if they do that!