Document Set Attachment
When you add a document set, it is not attached to the project by default. Attaching the document set to the project means that it loads quicker than it would if each separate document was loaded into memory separately.
If you do not attach a document set to the project, the document set is not displayed in the Documents window. Instead, the document set is displayed in the list of Recent Documents.
If you no longer wish for a document set to are displayed in Documents window, you can use the Detach Document Set from Project shortcut menu option. This removes the document set from the Documents window, but it is still available in the list of Recent Documents.