I think the title pretty much covers it
To add to the comments, you can easily define your own container for sets like this:
ClearAll[set] SetAttributes[set, Orderless]; s : set[___] /; ! DuplicateFreeQ[Unevaluated @ s] := DeleteDuplicates[Unevaluated @ s]; set[1, 2] === set[2, 1] === set[1, 1, 2]
Just be aware that the built-in function Set has nothing to do with set theory.