I guess it's not as worthless as you first suggested. The set is worth more than each comic individually added together. Individually, the comics by themselves are bargain bin fodder, but as a set is more desirable.
When I first got back into collecting in the early 2000s I actually went back and tried to get all the AoA books. I learned the hard way. I tried to pick up the different issues in subsets and individually. They were cheap, but if you added up all the time, effort, and postage to complete it, you'd know that it's well worth it to buy the entire set all at once. That's why sets and runs are sometimes easier to sell than individual comics (except for keys, of course).