The quest ist, to get 3 artifact sets on each champ, what is only possible with sets of 2 pieces. Your masekd fearmonger fullfills the quest, he uses 3 attack sets. The other champs use one full set (of 4 peices) and 2 additional items of the same set, what is not considered as a set. 2 items of a 4-piece set is only 50% of a set.
Here, your Athel has 1 set symbol. Compare with Masked Fearmonger, who has 3 set symbols.