Since set's += currently means "set union" a workaround would be to construct a single element set for the RHS which is not a lot more typing, e.g.,

local s = set(1, 2, 3);
s += set(4);

+= also exists for table where it has the same semantics (append container).

vector is currently the only container which additionally supports += to mean add an element. This can be confusing, especially for containers over any where it becomes unclear whether we want to append a container or insert an element. IMO the append-element semantics for vector += are surprising and ideally we would not have it, and expanding this to more container types does not seem like a good idea to me.