But with some gear you must have a set, otherwise the function does not work, like lifesteal, there must be 4 pieces, you want to get 30% healing.
Yes - that also goes for my earlier example of a shield set on Mountain King, or on Zelotah as in your case. But it doesn't go for the HP sets on your MK. In most cases, a set bonus is just a bonus - something that comes on top of the serious stuff if you're lucky, but isn't essential. Having good crit rate on MK, however, IS essential.