It was a little annoying, but until the sticker system, not REALLY important. Now though, it is becoming a headache for collectors.
Per
patch notes from 1T (I was unable to locate any newer notes on the subject, please link if anyone knows), overland sets drop as follows:
* Delve bosses will now drop a waist or feet set piece from the zone they are located in.
* Overland group bosses drop head, chest, legs, or weapon set piece from the zone they are located in.
* Public dungeon bosses drop a shoulder, hand, or weapon set piece from the zone they are located in.
* Many of these Bosses have a small chance to drop a uniquely-named item, instead of the expected set piece. This uniquely-named item is also a part of one of the sets of the zone they are located in, but may not adhere to the dropped slot guidelines above.
* Treasure Chests gained from defeating a Dark Anchor have a 100% chance to drop a ring or amulet set piece from the zone they are located in. (The above is also true of Unstable Anomalies found in Craglorn.)
* Treasure chests found in the world have a chance to grant any set piece that can drop in that zone.
... So what about the newer zones which do NOT have dolmens or even public dungeons?
Where do shoulders and hands drop in e.g. Murkmire or Clockwork City? (Besides daily quest rewards or chests, which can drop any piece.)
Also, does "weapons" for overland and public dungeon bosses mean that both types can drop any weapon (including shields, I assume), or are these also subdivided, e.g., overland drops staves but not 1h weapons, or public drops axes but not swords? At this time, I have about 2x more shields, bows and resto staves collected (~70% each) than any other weapon type (44% *highest*).
@ZOS_GinaBruno - can you please provide an update?